On the top left above any register you view is an orange box that syas "Download" clicking or tapping it gives two options, pdf or jpg. Clicking either of them should download the relevant file type to your downloads folder on your PC.
The Downloads folder can be found by going to "This PC" > Windows (C) > Users > (your folder) > Downloads.
Your folder above is the name windows assigned to you as a user - if you are the only user of the PC, there will be only one folder in addition to "public". The name is usually derived from your Microsoft account name.
A slightly quicker way might be to click on the folder with your name on your desktop - that should show a list of locations down the left hand side including "downloads" the icon for which is a green folder with an arrow pointing down on it.
If you can't find the files in the download folder when you download from Scotland's people, it is possible Windows is downloading them into One Drive somewhere in the cloud.