Adding on to what Cosmic said,
perhaps trying to relocate the download / .zip in your computer or browser's download history.
Reopening it could help you find out what the .mesh's file name is, which will help locating it
in your FeralHeart folders much much easier.
However, if the mesh was downloaded in a group/pack (.object) and it doesn't load like the other
meshes, it could mean the .mesh is missing in all. Again, relocating the download can help you
confirm if the .mesh file is missing or not too.