Possibilities:
(a) You may be confusing downloads with number of shared files shown at bottom of LW.

(b) If files are attempting to connect, searching for sources, etc. then they will show up as downloading until they stop searching or start downloading & finish.

To find your downloads: For fast & easy access, go to your LW Library window, select Saved Files folder & press the Explore button. Sample image here: Using Library Explore button to access downld folder (click on link) & the folder will open up for you.