Where do they go
 

I am familiar with Win mx, and when downloading stuff (music particularly) it direct to "my music" and then I could manually load to I tunes. How and where do the files go on the downloads on limewire and how do I access them to place on I tunes

Thanks:) :)

Within LW tools > options > saving. You'll see the location of your saved folder, just add to iTunes from that.
If you want to open your saved folder, click on Saved Files & then Explore:)