I downloaded an application on my Samsung Galaxy Ace, but I don’t know where to find it on my phone. There is no application on my downloads.
For this,go to Settings-->Applications-->Manage applications-->Downloaded.Then there you can see all the applications downloaded there.
You can remove(uninstall) them or Force stop(terminate) them from there by opening the respective app on which you want to perform such operations.
You can also see which apps are present in SD card and which are currently running by tapping on "On SD card" and "Running" tabs respectively.