IE8 doesn't have a "download manager" so there is no list kept of the downloads. The best you'll be able to do is look at the History unless that's been wiped and go through it looking for direct download links.
I have win 7 and when I download something with IE it goes to the downloads folder in the name of my computer. You click on start button and look at top right and that will be the name of your computer. Click on that and there will be several folders of which downloads will be one. If you are lucky it will be in that folder.