Hidden File? Not really sure.

Hi

I was recently downloading some files for uni. When I went to save one file it already appeared in the save/file explorer box, I checked and it does not appear in the said location when I use the normal windows explorer. I tried to save the file with the same name and it said there was already a file called this etc. I went back and checked and it was not there in the normal windows explorer. I then used the search function to try and let the computer find it, which it did, in the location where I could not find it. It opened fine from here and when I selected open file location it does display the file in the folder where it should be. I checked to see if it was a hidden file but that did nothing. I cant figure out why it does not appear and I'm not really sure where to start.
If anyone has any ideas that would be greatly appreciated.

Thanks

 

Very vague on the file name let alone where you downloaded it from and what version of O/S your using doesn't give us a idea or where to start looking for the solutio? So what file are you talking about and where did you get it?