it wont be in your docs folder - but Downloads, Dopwnload it again to your desktop of you cant find it - and then delete the zip folder. I've changed the ikon on Downloads so that it's easier to find - and put a shortcut on the desktop in a file in which I keep all my desktop files because I'm a tidy freak. Makes life easier.
Can you confirm that you downloaded them, know where they downloaded to, and then installed them but cannot get them to run. It would help to tell us the OS. But I would look under start programs microsoft for the programs. You can also look in Program Files - Microsoft for the exe files of Visio and Project or search for them.