Well, you will have to wait till the download completes, then there should be an option somewhere to “Open in folder” or something like that. If you let me know what browser you use I could give you more specific directions…
It will be file nearly 1 GB in size which you can copy either to a USB thumb-drive or a blank DVD.
You can absolutely copy it to a thumbdrive if you prefer! I recommended a DVD because it would be a bit simpler to remember where it is. I’ve done this before… “Let’s see, now where did I put that installer file for Lightroom? Was it this flash drive, or that one? Oh, it must be this one, but wait, which folder did I put it in?” 🙂 Just make sure you remember where you put it! And make sure to save your license alongside it so you don’t lose track of it.
Once it’s on the DVD/thumb-drive and you want to use it to re-install Lightroom, you should only have to run the file. It should be named something like this: ” Lightroom_5_LS11_win_5_7.exe ” This will extract/unzip the installation files to a folder on your computer somewhere and then it will automatically run the installation.