When you download something, default is for it to go to your home ~/Downloads folder.
There is no "download" on the Software Store. Anything done there is an Install.
Installs will generally go to root /usr/share directory, and placed within a folder that is the name of that software. Browsers that you install like to be different and go to /opt under the browser software name.
Some installs may be installed in the Home Folder equivalent of /usr/share: ~/.local/share under that software's name.
If you need or even want to come to the Zorin OS Forum for every little thing, you can do that. I sure did when I first moved to Zorin OS from Windows.
The worst that can happen is waiting on a reply...
@swarfendor437 created an unofficial Zorin OS 15 Manual.
You may find it still useful.