Unable to Find folder while using Power Query

Hello All,

  I am currently using Office 365 and when I use Power Query I am unable to find the folder to load in the power query. All my files are in the download folder but when I use power query and search for the folder I cannot see my folder. I am attaching screenshots for your response. The first screenshot shows that file was downloaded today which is confirmed by the dates. Screenshot two shows the format of the files contained in the folder and third screenshot shows when I use power query to search for the folder it is not there.

Kindly advise.