Again... If you're have problems using Converter then use the vCenter Converter Community for help with that VMware product.
It really doesn't matter what computer and or OS the file is downloaded to however in your particular case since your trying to convert a Windows PC then it can be downloaded directly to that computer however nonetheless you need to validate that the file you downloaded is a good file and that it what MD5 and or SHA1 checksums are about. That is something that should always be done first after the download completes because just because whatever client one uses to download something may have said the download was successful that is not always true hence why checksums are published to validate against. Once you're sure you're working with a valid file then further troubleshooting can be done but there is no sense in going any farther until the file is checked. Also there are tools for checking MD5 and or SHA1 checksums under Windows however you'll have to acquire one and on a Mac under OS X they're there or built-in.
Once you know the file is good then use the vCenter Converter Community for help with that VMware product and you may be asked to collect the install logs for analysis and gathering that information can be found in that forum.
