Stata data import

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Simple question I am sure, but I am new to Stata. I have downloaded a .dta file to my laptop but when I attempt to open or import into Stata, I cannot find it on the computer. The .dta does not appear, which means that I have missed a simple step. I am remote learning with no colleagues at this time to query. I also downloaded the file in Excel, but cannot find it either, which means that I am looking at the wrong place.

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