How to find downloaded files location

The site has nothing to do with this. The file has been downloaded to a (default) pre-set location, or wherever you have told Firefox to store it in a prompt.

First try opening your downloads: Firefox Button > Downloads (pops up). In here should be a list of all your downloads.

If this doesn't work:

You can find your pre-set download location here: Firefox Button > Options (pops up) > General Tab.

In this tab, there's a section "Downloads" where two options are displayed: (1) Save files in (2) Always ask where to store files.

In case (1), check this folder. In case (2), you have chosen a location yourself. You can use the Windows Explorer search function (if you really don't have a clue) for the file name, if you know it.

When you choose to Open a file rather than Save it, firefox saves the file in your temp directory. On Windows, you can press +R and then type %temp% to open your temp directory.