Don't put your work on the desktop, because when you boot the computer, it has to load every file on the desktop(which slows down boot time by a lot). To really get the best answer, consider a few things:
1-the purpose of the downloaded file. If its to use in 1 particular session, I would move the file into that session folder and import from there(there are a few reasons for this, but suffice to say, you will always know where that file is(every one of us has misplaced files before we learn some hard lessons).
2-If the file is to be used in many projects, I would create a folder for samples(preferably on a separate drive) and copy FROM that location into any sessions that need that clip.
3-regarding drives in general, if your computer only has a single drive, it should be an SSD for best performance(many laptops use a 5400 rpm spinner, which is too slow for any serious recording. A 7200 rpm drive is better, but with an SSD, its feasible to record with only a single drive(no matter what drive you record to, you need to back everything up on a regular basis unless you don't mind losing your recordings)
