You need to click on the folder in question to use the Explore function. Select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you.

Also if you click on any of those folders listed in the Library window, they should display what files are inside them.

* Oh one point about the Explore button is it sometimes selects the folder in the parent directory. So you will need to find the download folder within that folder. This is true for Mac OSX where it shows the selected folder by highlighting it in the Finder. So then you double-click that folder to open it.