Ant is distributed as a single ZIP file. set environment variable ANT_HOME to point to the top-level directory of the unzipped files, make sure JAVA_HOME is set, add
ANT_HOME\bin to your PATH and
you should be all set.
Ant does not require special privileges, so it's common for people to simply unzip it into their home directories. On Unix-style OS's, a system-wide install of Ant might go into
/usr/local. For Windows, it's less standardized, although the PROGRAM_FILES directory is common.
I wouldn't keep it in your Download directory though. I, at least, periodically clean that one out and not only is is the last place I'd look for my software, I'd probably accidentally "clean" it out.