After selecting photos from LR to download into PS where do they go?

If possible, please post a screen capture of the window to see what is happening.

Thanks!

When I try it, any selected photos open in Adobe Camera Raw. Clicking Open Image or Open Copy continues on to Photoshop, with the image as an unsaved Photoshop document. I’m not sure what the problem might be if you don’t see the images, but one thing to try is to click the Ps icon in the top left corner to switch from the Home screen to the Photoshop workspace to see if the images are there.