On an iPhone, downloaded files are typically saved in the Files app under the “Downloads” folder, accessible via iCloud Drive or “On My iPhone.” Photos and videos go to the Photos app, while music, ...
Sound Check is a feature on iPhones that equalizes the volume of all downloaded music, meaning you won't ever be surprised by the volume of a song.
Your iPhone apps should update automatically, but if they aren't, you can check for updates manually through the App Store.