Where can I find downloaded files on my iPhone?

If you're talking about an app downloaded/installed from the App Store, its icon should appear in one of your home screens.

If you mean something different, please specify your needs better.

Thanks and regards

Giulio

First, go to files app.

Second, click on (iCloud Drive) or (On My iPhone).

Third, click on the three dots on the upper right and of the screen.

Fourth, click on (New Folder).

Fifth, name the folder (Downloads)

Finally, the folder should show the download icon and it's ready!