By default, downloads appear in your "Downloads" folder.
Since Creators Update 1703, you have been able to configure this folder to expire files after 30 days and delete them (just like the Recycle Bin) this way:
Open Settings.
Click on System.
Click on Storage.
Turn on Storage sense.
Click on the Change how we free up space.
Turn on the Delete files in my Downloads folder that haven’t changed for over 30 days toggle switch.
Windows 10 will then automatically cleanup the Downloads folder to free up space
There are other options to free space in there too, such as Delete temporary files that my apps aren’t using and Delete files that have been in the recycle bin for over 30 days. But if you download things to outside the default folders, they can't be automatically cleaned.