If you want to see who has downloaded something from your site, you can create a stream, and select the following rule:
Downloads > Download filename > with any selected value > (choose from the drop-down)
If you want to see only LEADS (people with a company name, or identified visitors), add extra rules e.g.
Contact > Tags > With the selected tag > Identified
Save and continue, name your stream and choose the "Group" or stream drop-down you want it to appear in. :)