I have had the same problem on Windows 8 so would like to know the quickest way as well.
This is how I do it, but it is a bit long winded.
On the page with all the tiles select Desktop.
On the desktop move the mouse cursor down to the bottom left.
RIGHT click and you get a "grey" menu with about 15 options on it - "Programs and Features", "Power Options" and so on.
Select "File Explorer" and you get a window called "Computer".
Near the top you see the word Computer with an "up" arrow next to it.
Select on the Up arrow and you see lots of folders, one of them your name.
Select on your name and you see all your folders like My Documents, My Pictures and Downloads.
p.s. I have also noticed on the "Computer" window, on the left, there is a "Favorites" field. On my computer there is a "Downloads" option so I can select that. But note that Downloads may only appear on the list AFTER you have visited it for the first time.