I downloaded Ubuntu but I can't find the ISO file

Solution 1:

According to your screenshot you have actually mounted the .iso file and are browsing its contents.

As @ipse-lute correctly pointed out:

[...]Your uTorrent program is probably set to open the downloaded content (either upon completion or by double-click) with Windows Explorer, because the ISO file-type is associated to Windows Explorer by default.[...]
Go one level up in Windows Explorer and you will see the ISO file.

Navigate to D:\Ubuntu and there will be a file named ubuntu-16.04.1-desktop-amd64.iso. This is the ISO file you downloaded.

My guess is that you have Hide extensions for known file types ON, thus you cannot see the .iso extension on the file (default behavior on windows).

In order to view file extensions:

• Start Windows Explorer, you can do this by opening up any folder.
• Click Organize.
• Click Folder and search options.
• Click the View tab.
• Scroll down until you find Hide extensions for known file types,
• Un-check it by clicking the check box.
  Note To hide file name extensions, check this line.
• Click OK

Solution 2:

Also beware that Windows 10 will hide a mounted .iso file while it's mounted. In that case users will want to go to My Computer, eject/unmount the Ubuntu disk, then go back to their Downloads directory and they can find the .iso file again and use Burn Disk Image