I downloaded Shadow Warrior + the expansion content using the GOG.com downloader but I can't find an executable anywhere.

It's not on my desktop, and it's not in the folder under My Documents called "GOG.com Downloads". Doing a search brings up nothing. It's simply not there.

Does anyone know where the GOG downloader drops files? Or is it supposed to be a gaming reference, where you have to hunt for the treasure or something.

This is more of a technical question than related to the game, I only posted it here because there doesn't appear to be a technical help forum and because this happened while trying to download and play Shadow Warrior.

Search for 'setup_shadow_warrior_complete'

Sometimes if you change where you save something, as in the last time you downloaded and saved something, that will be the location that things get downloaded to in future.

You can look up where the GOG downloader saves its files in the settings.