I downloaded iTunes U in iTune Store
iTUnesU is not something you download.
from my MacBook Pro Retina display, and I can´t open it. Firstly, it´s hard to find it
Can you find it or not? If you find it once, it will be in the same place when you want to open it again.
From apps Store i downloaded some apps and was easy to find, open and woark with them.
Apps in iTunes are only fro iPads, iPhones, iPod touch.
They are not for your Mac.