In that case let's create one.
From anywhere on your desktop,
Right-click (or control click if you have just one button)
Then select "New Folder" and name it "Your Downloads" ("Your" being your first name or whatever you want to name it)
Next, click on Safari > Preferences and from the "General" tab again
• On the "Save downloaded files to:" Click the drop down menu and select
This should now show you a small Finder window open.
• Make sure to select Desktop from the side bar and locate the
new folder you just made ("Your" Downloads") from the Desktop.
• Click "Select" once you locate that folder.
• Here is a screen shot of the small Finder window I am describing
• If you have completed the steps above successfully, you should now see that folder name in the drop down menu.
• Now close out of the Safari Preferences window go to one of your
websites of your choice and attempt to download again.
If the download is successful, you should be able to now see it and access it from your new folder on your Desktop.
Tell me what happens!