Don't panic just because you can't find your program. Happens to everyone.
Do this. Search your computer for files with the name aasxtraining. If you can't find anything, then you didn't do the search right or the program didn't get downloaded. If you found something in your search, then you know the program is in your computer.
And you can use the search to find out where aasxtraining is located. And if you double click on aasxtraining, it will probably run.
If you can't find where aasxtraining is located, the other option is to save it again. This time, save it to a place where you can find.