By default, your Mac stores downloaded content from the Web in the Downloads folder. Access it via the Finder directly or through a browser. You can also change the default location.
The Downloads Stack and Downloads Folder
By default in OS X Yosemite, downloaded content is stored in the Downloads folder in Finder. There are a few ways of accessing this folder.
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From Finder
Open the Finder application. By default, the Downloads folder is displayed Finder's left sidebar. If you do not see the Downloads folder, click Finder in the menu bar and select Preferences. Select Sidebar and make sure that the Downloads option is checked.
From the Downloads Stack
A Downloads Stack is included as a part of the Dock unless you have disabled it and displays the contents of the Downloads folder. If you click on the Downloads Stack, it expands to show you individual file thumbnails. If you have many files stored in your Downloads folder, the Stack shows a handful of your most recently downloaded files with an Open in Finder option that takes you directly to the Downloads folder in Finder.
Displaying Downloads in Safari
While files downloaded from Safari are stored in the Downloads folder by default, there is another way to view recent downloads from within the Safari browser. Click the down arrow icon next to the Safari address bar to display a list of recently downloaded files. If you are currently downloading files, this list displays a download progress bar next to each file.
Within the Downloads section of Safari, clicking Clear empties your downloads queue, but does not delete the actual files from your Mac. Downloads that have been cleared from within Safari can still be accessed from the Downloads folder or Downloads Stack.
Displaying Downloads in Google Chrome
Like Safari, Chrome has its own Downloads section. Select Window in the Chrome menu bar and then Downloads. Alternatively, typing "chrome://downloads" into the address bar displays the same content. Chrome Downloads displays a list of downloaded files organized by most recent download. Selecting Open downloads folder displays the Downloads folder in Finder. Similar to Safari, selecting Clear all wipes the downloads list from the Chrome browser but does not delete the files from Finder.
Setting a New Downloads File Destination
Both Safari and Chrome allow you to change the default downloads file destination.
In Safari
Select Safari in the menu bar, choose Preferences and then select General. Next to the Save downloaded files to option, select the drop-down menu and click Other to display a Finder window, where you can select any folder or external drive as a new destination for files downloaded in Safari.
In Chrome
Select Chrome in the menu bar and then Preferences to open the Chrome Settings page. Scroll down and select Show advanced settings, then the Downloads category. Click the Change button to open a Finder window, where you can change Chrome's download destination. To be able to choose a destination folder for each download, enable the Ask where to save each file before downloading box.