Windows 7 Libraries
Windows 7 includes a feature not found in older versions of Windows. This feature called Libraries is actually just a collection of shortcuts that make finding your stuff easier, once you get the hang of it. (For some reason the Libraries seem to confuse a lot of folks.)
When you save a document, Windows 7 will save it in the Library collection named 'Documents'. If you save a picture it will be saved in the Library named 'Pictures'. The same is true for videos and music. Each has their own library. In older versions of Windows there were default folders for My Documents, My Photos and My Music. Most of the time I had to tell Windows which folder to save each file. Sometimes I had stuff saved every where.
For some reason the new Libraries seem to be confusing users. The reason may be when they first click on Libraries it appears there is nothing there! Screenshot
A little customizing or 'setting up' will make things look a lot better.
First click the Organize button and look at the dropdown menu. Select Layout and add the Menu bar. Screenshot
Next add the Navigation Pane. In my Windows 7 it was already there, but yours may have to be added. Screenshot You really need the Navigation Pane. At the top under Favorites is where you find Downloads. (This is the default location for Downloads. Unless you tell Windows to put your downloads somewhere else, this is where they go.)
To see the actual path to where your stuff is located , open my computer and click on the C drive. In this example it is C:\Users\My Alternate. Screenshot
You can add a location to the Navigation Pane for easy access. Screenshot
If you really can't 'live' with Windows 7 libraries, you can turn this feature off. The how-to geek tells you how but doesn't recommend it.
Microsoft Technet has a page for Windows 7 Libraries: Frequently Asked Questions.