Did you reset as Chrissy suggested? That's press your alt-right shift-delete keys at the same time. Your screen will go dark for a minute and then start back up. You can try a battery pull as well, that's remove your battery while your device is on, wait 30 seconds and put it back in. Some downloaded apps need you to reset to complete the install.
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If it's there you can then move it, by clicking menu...
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Maybe you don't have a downloads folder... hmmm wish I could be of more help then. On my phone, I do have a Downloads folder which is just one of the many icons on my phone and that's where newly downloaded and/or installed stuff ends up. I'm guessing you've probably looked in every folder/icon you can think of. Maybe, an applications folder?