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I'm assuming there was a file. I don't have the whole name here, because I can't find what happens after I click on something in the 'complete' folder, but it ended with .exe. So again, when I download something to my Documents/Downloads/complete folder what happens when I click on it? It disappears...

I downloaded a file, followed the directed path Users/Documents/Downloads/complete and clicked on the file. It seems to be doing something since there's nothing in my 'complete' folder anymore, however, I have zero idea where it went. Please help!!!!