The incomplete folder still 'follows' the saved folder, like it did in LW 4.

So for eg if your saved folder was C:\My Documents\LimeWire\Saved then your incomplete folder would be at C:\My Documents\LimeWire\Incomplete.

LW 5 should automatically try to resume incompletes, including incompletes from LW 4. But there's no 'resume' button like there was in LW 4.

But if you cancel a download in LW 5, the file's completely removed from your computer & there's no way to continue that download. In that case, you'd need to start a new search & download from scratch.

Do you see any files in the download tray at all? If you're not seeing the download tray go View > show download tray.