Hi Eagle1,
Welcome to the site and welcome to the WinMX Network also.
Your first question is a tad confusing to me, but I think you're asking where the files you download are going.
You can find this location by opening Settings > File Transfers > Then on the top right you will see Incoming Files Location. This is also where you can change the location if you would like them to be put into a different folder. Remember its a good idea to have them NOT go to a shared folder, so that you can scan and preview them before you reshare them, to make sure they work and are ok.
Here's a guide if you need it:
https://www.winmxworld.com/tutorials/incoming_folder.htmlYour second question about the Albums, there are a few tools for compression. Basically most are (ALBW) This stands for Album Wrapped. Here is a link and some tutorials to show you how the tools work that Unwrap these files for you.
https://www.winmxworld.com/tutorials/album_tools.htmlHope these help and if you have any questions just post back.