Downloading is when you get a file from somewhere (anywhere in cyberspace) and transfer it to your computer. You are getting the file, or receiving a file.
Paying attention to where your file is going is as important as making a mental note (or writing it down) of the file name. Both are important so you can find the thing when you get it, and then do whatever you are going to do with it. You can't do a thing if you can't find the thing.
I like to download anything and everything to my Desktop. It is the easiest place to find, Mac or Windows, and if you keep it uncluttered, finding your little downloaded treasures will be easy too.
If you spend any time at Manybooks.net, you are bound to end up downloading a book or two for your Kindle. Once you press that magic download button and choose the format you want, you need to begin paying serious attention to the little windows that will appear. You will have plenty of time to choose exactly where you want your book file to go. It is entirely up to you.
Both Firefox and Internet Explorer will remember where you last sent a downloaded file, so you only need to make your choice once. Be sure to keep alert though. You never know when someone else may have gotten to your machine and changed the settings (a severely punishable offence in this house).