Yes you may all you have to do is click the arrow going down on the upper right corner of the screen then select download. Or you may also click show all downloads and then go to the link site and download again.

After you have done the above, right click and select Open Folder.

Just comes up with bad request in top left hand corner

Tried that doesn't open it, doesn't do anything in fact

Open the History Manager <Control><Shift> H. Use the search box (top right) to find what you are looking for.