If they're still in the incomplete folder it means they were not transfered by LW to the downlds folder (AKA shared or Saved Files folder.) Either they had not completed downlding or else, they had come up in error & had not completed downlding or had not succeeded in being verified by LW compared to the original downld hash that was downlded at the time you initially selected the file to downld.

Are these files still listed in the LW downld window? Check via arranging them by name or size, etc.

If not, then they may have received the corruption notice or not verified properly. Can you use them? If it's a video, then possibly. Try to play it using a player like VLC. IF it plays, then you might only have missed out on the end credits or something.