Where does downloaded software go and how can I access it and install it?

Often when I try to download and install software, a dialoge box comes up telling me that my only option is to save the software upon downloading. After it completes the download, I have absolutely no idea where the software has gone or how to access it so I can install it!
First, I'd like to know where my downloaded software goes so I can install the things I need to install. Second, is there a way that I can change the settings for downloads so that things don't go to a mysterious location, unbeknownst to me? If I'm downloading something, that means I want to install it 99.9% of the time right then and there!
Thank you,
Andrea

Open the Downloads window - {Ctrl + J} - and right-click the file that was downloaded, select '''Open Containing Folder'''. Your downloaded file is there.

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