By default, all downloads from the internet browser will be saved in the folder named "Downloads," which can be accessed through the My Documents folder. To access the Downloads folder, select the Documents folder located on the task bar next to Internet Explorer. Once opened, you will see the Downloads folder on the left pane, then select it. You will now see the data you downloaded from the internet browser or Apps.
And all downloaded images will be saved in the Photos tile (also called Picture Library.)