Open the Downloads panel with Ctrl+J or ☰ menu → Downloads…. It shows every download you've approved this session with live progress, and lets you cancel an in-progress download or open its containing folder.
The downloads list is session-only, like the rest of Vodou's browsing data — it resets when you restart the browser. The files themselves, once saved, stay in your Downloads folder as normal.
If a download fails or gets stuck
Cancel it from the Downloads panel and try again. If downloads consistently fail for one site, check whether a proxy is configured (Network proxy) that might not be reachable, or whether the site itself is blocked by Safe Browsing or Deceptive-site protection (you'd see a full-page warning first, not a silent failure).