On Windows (when using Ardor mainnet) the blockchain will be downloaded to your "C:\Users\USERNAME\AppData\Roaming\ardor\nxt_db" folder. Make sure that you can see hidden folders. You can find your AppData folder very quickly by entering "%appdata%" in the address bar of the file explorer. Shutdown your Ardor client (using the Ardor icon in your Windows system tray), and place the nxt_db folder into your "C:\Users\USERNAME\AppData\Roaming\ardor" folder. Start the Ardor client again and the download should be up-to-date quickly.