Go to the LW Library window, select the folder called Shared, & this will list your previous downlds. Also press the Explore button to open up the folder for you. On windows OS, I think the Saved Files folder is a level up from the Shared folder. But you can use the explore button on each of the Shared folder and the Saved Files folder to check. I presume all your files are going to the same directory as it is possible to change them for different types of files. Not something I'd recommend until you get more experience with using LW.

BTW if you have changed your downld location, then some of your files might be in the previous location.