One of the more frustrating things about downloaded files on Android is the file not opening immediately when you download it. While some files open instantly when you tap the notification, others seem to just disappear. When they disappear, you don't get to see the file location.
This is usually because you don't have a default app set for a specific file type, the file is opening in the background in an app that's already open, your device has no app to support the file type, or it's a simple glitch. I've had this happen several times when nothing was wrong – my device just didn't open the file when requested the first time.