Can I get a shortcut to the Downloaded Files folder?

If you want to add a shortcut on your home screen to your Downloads folder or any other folder for that matter get ASTRO File Manager (free). The app is pretty useful on it's own, but it also adds the option to create a shortcut directly to any folder on the homescreen. To do this, simply long click on the homescreen, choose "Shortcuts", then choose "ASTRO" then choose the particular folder you want a shortcut to.

I had ASTRO for a while before I realized I could do this because the option is deceiving. At first look I thought it would create a shortcut to the app, not to a specific folder like it does.

Edit: After reading Keith's comment I realized you are probably talking about market downloads. In that case do what Al Everett said.

Yes. Open up the "Market" app, open the menu, and choose "Downloads".

Just open the marketplace and under menu, you'll find Downloads. Another suggestion, if there are apps you use a lot you can create a shortcut to your homescreen by long pressing on an area of the homescreen where there is room for an icon, select Shortcuts > Applications and pick anything to save to your homescreen. I made a few folders on my homescreen of apps, for example one is called Games, one is called Utilities. Then I filled them with the apps I use most. Long press on the homescreen, select Folders > New Folder, keep it open and press on the application launcher, long press on anything you want to save into your folder and it will save there.

Usually your apps are downloaded using your browser. For accessing them you open your browser, press menu > more > downloads.