Where do downloads from the internet go on an iPhone?

Ok so I'm a teenager, and like teenagers tend to do sometimes I read fanfiction. There was one I've really wanted to read, but the author deleted her account. So the only way to get it is to download it from this site:
http://fs02n4.sendspace.com/dl/d1b3920de970e5c348cc9a7b7db5ce1d/52dc91d07f3507f1/3ictru/Fireflies%20in%20Autumn.doc

and all I pushed was download from send space now and it opened the story in another internet page with a kinda "word" looking format.
I'm just curious that when I go back to that first page, it says I already downloaded it, and I was just curious if it just opened a page or if there's a download taking up data somewhere and if so how to get to it?

IOS does allow for downloads onto the system.