If you click the "Files" button, all of your downloads will be visible. If you go to the 'Tools' menu and check "My shares vsible" you will see your downloads as well as any other shared files you have, along with where they are located on your computer.

XoloX has no problem dsplaying files in a non-default download folder for me. So you should be able to find all your recent downloads with Explorer by navigating to the folder described in the Downloads tab of the "Tools -> Preferences" menu.