Can't find already downloaded roms?

[Funkyjunky1885]

I've downloaded multiple roms that are said to work well on this new emulator. I've even downloaded from different sites. But after they are downloaded, I open the emulator and look under my downloads and I never find them in there. The only thing that shows up is that test file with the cube... Is there something I'm doing wrong? I've checked every single folder and have found nothing. Ever single rom I downloaded.. If I'm not doing something right could someone correct me?.. It's kind of frustrating.