Your file manager might not show all files on your mobile phone, especially if you have downloaded a lot of files on your phone recently. You can check and see if you have downloaded the APK file by looking at the notification message that appears when you install any APK file on your phone. If there is a notification message about installing an app, tap on it to see if there is a notification message about downloading anything else. If you have downloaded the APK file, then you can see the APK file in your file manager.