Your description is a little confusing. First you download the program installation file, then you run that file to start the installer. It sounds like whatever you're trying to do is the wrong way around.

I have used it in the past. I have to reset my laptop to factory settings, therefore I had to redownload. I've downloaded it through Chrome- I'll click on the download at the bottom of the screen. The installer will open, asking what language/ what folder to download into. I'll click continue and everything will look as if its downloading. A screen comes up, saying "Finished." But after later exploration of files, there's not one from the download. I have Windows 8, same as before when I previously had Sony.

If you reset your Windows back to factory settings, it's possible your browser went back to its default folder for downloads.

Go into your browser's settings and look for an option like "Save files to:" -- see what folder that is set for. Also, check the option for "Always ask me where to save files." Then you should absolutely know where it's downloading the file to. If after that you still don't see the downloaded file, then something is majorly wrong.

Are you not able to use the original install file that you had before? By "I have to reset my laptop to factory settings", do you mean you had to wipe the hard drive and completely reinstall Windows? (If so, that would explain why you can't use your original downloaded install file.)

Also, why did you have to reset to factory settings? What problem did you have that required that to be done?