How do I find media downloaded to phone from XMBC? I am using XMBC for Android on my HTC One and downloaded a movie to /storage/sdcard0/Download/ 

Where is that going to show up and how do I get to it? Is it possible to download to maybe a cloud or a computer?
You can use a file manager app to access the files in your SD card. There are many good ones out there. Androzip and Astro file manager are some of the bests. 

If you want to copy files into your PC, use a USB cable and connect your phone. If you want you can use an app like WiFi File transfer to transfer files using WiFi.