Tracks you download land wherever your browser normally saves downloads — usually your Downloads folder. To change that, update the download location in your browser's settings.
A single track comes down as an MP3; a crate comes down as a zip you unzip into a folder.
Want to see your full download history? It's all in your Library → Downloaded tab on the web app.
Downloading happens on the web app at app.digitaldjpool.com — the mobile app is for browsing and bookmarking on the go.