By default, every time you download files from Safari, the files end up in your Download folder. You will need to open Finder, navigate to the Download folder, and drag your file to other place, e.g. your desktop. If you would like to save your files somewhere else, you can right click on the download link and choose “Download Linked File As” option. But also, you can change the default download folder in your Safari, in a few clicks. Here are the simple steps to configure this setting.