The downloaded files from the Twitter video downloader are saved by default in the default browser's "Downloads" folder. This folder is generally found in the "Documents" folder on your desktop device (Windows, macOS, Linux, and others). Use CTRL+J on Windows or CMD+J on macOS to check your browser's download history, and look for the files you previously downloaded. Simply tap the folder name in the phone's or tablet's search bar to find this folder on your iPhone or Android; do not confuse the phone's search bar with the search bar of a search engine.