Trying to find an ebook

I bought a digital manga at the Kobo store website, I wanted to use Paypal and Kobo accepts it. I'd like that to download it and convert it into a PDF so it makes reading it on the PC easier.

The thing is there is no place in my Kobo Library on the website to download it. So I use the PC Kobo app, which I never use, to see if it's there, and the ebook gets added in my Library. But when I right-click on the ebook the menu doesn't show me what I want: "Show me where on my hard disk this ebook is". In the Kindle app and Adobe Digital Editions app that part appears when I right-click on an ebook so I copy-paste the ebooks that way. But it's nowhere to be found in the Kobo App.

Where is my ebook?

And I'm regretting buying the ebook at the Kobo's website.