If I understand you well, you want to edit images that have been downloaded. You will not be able to edit those images as they are no longer presented as layers when downloaded. You need to continue to edit them in Adobe Express while theyare open in Adobe Express. Unless you specifically ask it to delete your files, then all you have created are still present in Adobe express (I have files dating back to the times of Adobe Spark in there). As soon as your images are in .jpeg, or png, you will not be able to edit them, and certainly not within Adobe Express. Mp4 and PDF files can be edited using other software, basically Illustrator or InDesign for PDFs, and Premiere pro for MP4 (with a lot of limitations)
If I didn't understand, sorry... Can you clarify a bit?