In the most recent Mac OS X versions, files you download from the Web are usually saved to the Downloads folder. You can find this folder inside your Home folder. You also should have an icon for it in the Dock.
The Downloads folder contains all the
files you downloaded, even the ones you didn’t think of as downloads at
the time. For example, when you click a Web page link that displays a
PDF file, that PDF file is downloaded to your computer and stored in –
you guessed it – the Downloads folder. You’ll also find Quicken or
QuickBooks account download files (if you use the Web connect feature),
image attachments to e-mail messages that you may have saved by clicking
the Save button in Mail, and countless other files you may not realize
are on your computer. Open that Downloads folder and delete what you no longer need!