The default folder where your iTunes downloads are stored on a Mac is : /Users/username/Music
But apps that you download from the iTunes app store can't be used on a Mac, you will need to install them onto an iOS device (iPad, iPhone, iPod Touch) to be able to use them.
If you want apps for your Mac then you can get them some from the Mac App Store - you should have an App Store app in the Applications folder on your Mac :
For the apps that you mentioned you can get Skype from Skype's website (it's not in the App Store) : http://www.skype.com/en/download-skype/skype-for-computer/ (that will probably download into /Users/username/Downloads on your Mac, you will then need to click on the downloaded file to install it)
Facebook you can just access their website via Safari on your Mac, and Find My iPhone you don't need - you can enable FInd My Mac on your Mac via System Preferences > iCloud > Find My Mac, and you can view/access parts of your iCloud account via http://icloud.com
About Find My Mac on OS X Mavericks : http://support.apple.com/kb/PH14345
There are some articles about iCloud, which includes Find My Mac, on this page : http://www.apple.com/support/icloud/