I just successfully downloaded Adobe Reader, Flash Player, & Photoshop. Where is my .exe file?

Since you ask about an .exe file we assume that you are on Windows.

All downloads usually go to the same Downloads folder designated by your browser.  You cannot find your downloaded installers?

Could you please explain how exactly did you download and install these application on the pc and on which platform.

If you can guide us the steps you followed we can try to help getting the locations of exe files for the same.

-Mandhir