When you download the map there's usually a "save as" option. Depending where you set the save location as that's where you would find the download. Did you download your friend's map from Mediafire.com by any chance? Either way refer to this screenshots I took below:
(http://i48BannedImageSite/34hi6nq.jpg)
Once you click "save as" you can select where in the computer that you want to save that file/folder. Depending what location you pick that's the location you need to go to once the download is done to find the downloaded files.
The Easier Way
(http://i47BannedImageSite/28tkkkh.jpg)
The easiest way to do this though is to just click "open" so you can automatically see the download files and just copy them from there to the correct location in your computer, in this case your "exports" folder.