Like other web browsers, Edge lets you download files from the web in a fairly straightforward way and then manage them right from the browser.
Note: This tip is derived from the Windows 10 Field Guide, which is now being updated for the Windows 10 Creators Update.
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When you do trigger a download, a notification will appear at the bottom of the Edge window.
These options have changed somewhat with the Creators Update. Available choices now include:
Run. The file is downloaded and is either opened (if it is a document or other data file) or executed when the download is complete. No copy of the downloaded file is left on your PC if you choose this option.
Save. If you select this option, the file will be saved to your default download location, which is the Downloads folder in your user profile by default. After the download is completed, the notification will change to display Run, Open Folder, and View Downloads options.
Save As. Available as a hidden option under Save, Save As lets you choose a non-standard download location, like your desktop, instead. After the download is completed, the notification will change to display Run, Open Folder, and View Downloads options.
Cancel. This options cancels the download.
While you can always open the Downloads folder in File Explorer, Edge also keeps track of all of your downloaded files. This is handy because some of those downloads may be located in other folders.
To view your downloads with Edge, open the Hub and then select the Downloads button. Your downloads appear in the pane in reverse chronological order (with the most recent download at the top).
From here, you can select a download to open that file, remove individual downloads from the list, or clear all downloads.
Note: Clearing this list does not remove the downloaded files from your PC.