downloaded but can't play

You are right. I was able to find the folder where the songs that I downloaded are stored  by using the Help section in ITunes. In IMAC, they 

were under my user name, then Music, then I Tunes, then ITunes Music. I could arrange by date if I want to see the recent ones. Regarding file extension, I used the Help section in I Tunes and that worked. I click on a song name in ITunes. Then I click on “file” and then “get info”. It will show the file extensions at the bottom of the dialogue box. Say the name of the song is “Cherish”: It will show “Cherish.mp3” if it is a regular ITunes song I downloaded (not really MP3). 

But I was able to create MP3 songs using “Advanced” in the I Tunes toolbar. First I highlight the songs I want MP3 versions of, then click on “Advanced”, then click on “Create MP3 version”. The songs will be copied into an MP3 version. (I assume they really were but I haven’t verified that yet). The file extension for these real MP3 songs will have a “1” in it such as  “Cherish 1.mp3” (with a space before the “1”). The ITunes songs that are not really MP3 will be like “Cherish.mp3”  (and no spaces). 

Thanks so much for the advice.