Which browser are you using? Are you checking the Downloads app? If they're not there, try using a file manager app like ES File Explorer to navigate to the Downloads folder and see if they're actually there. I think that in order for a file to appear in the Downloads app, it had to get there via the Download Manager. Other apps might download there using other means, so those files may not show up in the Downloads app, but you can still find them if you use a file manager.