You may select the folder where downloads are being saved in Download Manager settings.
Here you can select one of the following options:
Always ask me where to save files - If you select this option, anytime you start a download, you will be asked to select a folder where the downloaded file(s) should be saved.
Save all files in this folder - If you select this option and use the "Browse" button to set the folder, all files downloaded with Download Manager will be saved in the selected folder.