Have you tried using LW's saved folder? Go to your LW library, click on Saved Files, right click on the file you want & then click Explore (bottom left). Your saved folder should open & you should be able to copy the file from that saved folder to wherever you want.

Another way is to go to LW's tools > options > saving. Make a note of the location of your saved folder. Then find that folder on your computer & move the file from there.