Try this. Hit your windows key (which should be just to the right of your left ctrl key) and F at the same time. Type in "facenoirsetup.exe". This should show you the file if it is in your computer.
If it shows up then you can just double click on it to execute and install the game. You can also right click on it and at the bottom of your screen it will have an option for file location so that you can find the file.
I might point out that Win 8 has three options when you go to download a file. Run, save and save as. When you select save as you then have the option of selecting which folder you want the file saved in.
I'm sorry if I'm being too basic I just don't know how familiar you are with windows 8.
Hope this helps.
You laugh because I'm different
I laugh because you're all the same
Of all the things I've lost, I miss my mind the most.