What is the location of the downloaded file ?

[PritamSaha]

What is the location of the downloaded file ?

[AGSPhoenix]

By default, youtube-dl downloads to the current directory. You can also download to a different directory using the --output option, see the built in help for details.

[phihag]

I'm closing this issue now, @AGSPhoenix's answer is spot on - by default, it will be the current directory (if you don't know which one that is, use the command pwd to show it or cd NEW_DIRECTORY to change it). To summarize the -o option, you can do something like

youtube-dl -o '/my/directory/%(title)s.%(ext)s'