In macOS Sierra’s Safari web browser, you can choose where downloaded files are deposited. By default they’re located in your Downloads folder.
You can find the Downloads folder by going to the Users folder on your Mac’s hard drive and clicking User. You’ll see it listed along with folders for Applications, Movies, Music, Pictures, Public, and Sites.
If you wish to change where downloads go, go to Safari’s Preferences and select General. You’ll see a dialog box that allows you to select a new download location (by choosing Other) or have Safari ask you where you want a file deposited with each download.