All your dwnlds will end up in one folder. To find it, go to LW's menu Tools-Options & Saving. This will tell you the name & directory path of your dwnld folder. Make a note of it. If you're not sure how to locate it, use Explorer & type in the name of the folder. After you locate it, make a reference to it (Shortcut) & put it somewhere easy & quick to find such as in Exporer.

To launch a file via LW, it will need to be situated in one of your shared folders (do you share your dwnld folder?) which can be found in the LW Lib window. Or in the incomplete folder. Other than that, LW's media player or launcher can be used to check AV files whilst they're dwnlding (must be at least 1% dwnlded already) to verify that's the file you want or just to get a preliminary listen. But to reiterate, the games & exe files are not for LW to launch. Hope this helps.