Thanks for your question. I see that you're using Internet Explorer. When you're downloading a part, you might have seen a message that asks if you want to Open, Save, or Save As. If you opened it, Internet Explorer will not save the file.
If you chose to Save it. You can find it in the default downloads folder. To check where the default downloads folder is:
1. Go to Tools
2. Click on View Downloads
3. Click on Options in the lower left corner of the window
4. It'll show you where files are downloaded to automatically.
Let me know if you have any more questions,