Updated June 8th, 2019.
The easiest way to find your Safari downloads is to click the Downloads button in Safari’s toolbar. It’s at the far right (by default), and it looks like this:
When you click it, you see what you’ve downloaded lately. The most recent download is at the top of the menu. Select an item from the menu to open it, or click the magnifying glass to the right of an item to see it in the Finder.