You sure stuff you had already downloaded or simply files you were still downloading. For example, in settings you can change days to keep incomplete files from the default 7 days to 9999 days if you wish. Under Tools > Options > Saving.
BTW it's LimeWire not ClearWire. If your program is called that then you must have bought a scam version.

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.