I found them. After much paging about.
They are under :
Disk C - users - a user name- app data-local-temp
Nothing in the file names say Asus, so they are a bit tricky to identify. I finally sorted by date and that helped.
When downloading, Asus makes no effort to confirm the download. No feedback for the user. I have multiple copies of the downloads because I kept trying to download because nothing meaningful seemed to be happening. It really should not be this hard.
I beg to differ a bit.
In this case, I used a FF addon called down them all. It dealt with Asus just fine and put things where I wanted. I don't usually use that app because it is not necessary with pretty much all the sites I tend to encounter.