Where your files download on your computer depends on your browser settings. The process might be different depending on the browser or operating system you’re using; but here are a few examples:

Google Chrome

Open Chrome Settings (⠇- at the top right of your screen) .
Select Downloads in the menu.
Change the Location to the one you prefer.
Alternatively, enable Ask where to save each file before downloading. If enabled, this feature means you will be asked to save each file you download to a desired location. Files will no longer automatically go to a specific location.

Change Windows Downloads Location

Alternatively, you can configure a different Downloads folder on your computer:

Open File Explorer and find the Downloads folder in.
Right-click Downloads and select Properties.
Go to the Location tab.
Click Move and select your new destination folder.
Click Apply and choose whether to move old files to the new folder.

Safari (MacOS)

Open Safari on your Mac.
Choose Settings (or Preferences, depending on your version).
Go to the General tab.
Click the menu next to File download location.
Select Other... to pick a new folder, or choose Ask for each download to pick a spot every time.