It is not on my hard drive and I have checked for 2 days. It doesn't show up anywhere. the last time I got a game from gog it showed up on my desk top. Now nothing.

I'm guessing here that you mean you have 'mislaid' the files that were downloaded? It would help if you stated by which method you downloaded them. For example, your browser may have a default dowload location where it puts files automatically, or it may have a setting to ask you where to put files every time you download. More information is needed, please.