To find your downloaded music, please follow these steps.
1. Open the app and navigate to 'Library'
2. Click on 'Downloads'. You can also see them under Local music, however, this will be a list of all your songs including those downloaded outside the app
3. Your downloaded songs are under songs, while videos are under the video folder. The Queue folder is where you can monitor your downloaded songs pending its completion (you can pause and resume the download here)
All other music/videos on your memory or SD card will be automatically synchronized to their respective folders.