just empty the recycle bin
gonna assume you're using windows like most people
downloads could also be stored in your browser cache still, with sites like mega the temp downloads stick around for awhile so you can quickly "re-save" the file again later
a chrome-based browser (like brave for example) copies of downloads may still be left in a folder like
C:\Users\USER\AppData\Local\BraveSoftware\Brave-Browser\User Data\Default\File System\000\p\00
also in general for windows, you can use
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to search for specific things or by date-modified time easily
&
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to analyze and easily see what's taking up space overall on your disk