They'll be in your LW Dwnld folder. Go to LW's Prefs>Saving & this will tell you the name, location & path of the LW Dwnld folder. If you can play them in LW, then that means either that they haven't yet completed dwnlding & are still in the incomplete folder, or else, you are sharing your LW dwnld folder. In which case, you can click onto one of these songs listed in the LW Library & press the Explore button. This will open the foldr up for you. You said iT didn't import them. It sounds like they haven't completed dwnlding. You also probably couldn't find them with a search b/c if they're incomplete, they'll have a no. as a prefix eg: T-687752-04 - My song.mp3