Downloading software really has nothing to do with Xerox printers, but rather your web browser. Unless you're doimg a firmware upgrade to the printer. In tha case you must use the 'browse' button to navigate to wherever you saved the firmware file, 'Downloads' perhaps!
If you're installing the printer driver, and the driver can't find the printer, you must connect the printer with a cord. The driver won't find it over WiFi until after the driver in installed.