I don't have a place to save the add-on.
You don't have any space on your hard drive? Wonderful.
If you actually mean that you don't have an add-ons folder, go into your Blockland folder, right click and go to new>folder. Rename it Add-Ons. However, Blockland cannot function properly without your add-ons folder, meaning that you will now have to completely re-install Blockland or something.
Edit: Saw your edit. You are saving to your Downloads folder because you have not changed the preferences on your browser to save files to your desktop, correct?