There is more than one way to find the downloaded file in your device. The easiest way is to open the files app located on one of your devices app screens. The files app should look like a blue or yellow file folder and it might also say files beneath the folder.
Tap on the files app and down the left side of the iPhone screen it should display location options such as iCloud, On My iPhone, One Drive, or Downloads.
Tap on the relevant option and look for the downloaded file.