What OS, Windows, Mac? What version of After Effects? Does your system meet the minimum system requirements. You have given us no information that would help us answer your question with anything other than check your downloads folder, run the installer, and then look for the program where your programs are normally installed.
That doesn't make much sense. It could mean two things:
1) I go to the Adobe Web site, but I can't download AE! Help!
2) I downloaded AE to my computer, but AI can't open it up! Help!
Which one is it?
If it's the first, your machine probably doesn't meetr the minimum system specs for running AE CC, and it won't let you download it. The solution: get a new machine.
What if it's the second? We'll need more info: