HELP Internet Explorer view

Hi all

I have searched everywhere and still can not find the answer I need so I will ask my question and issue here.

Okay I can view my cameras locally through its IP logging in with user and pass.

What the actual problem is that when I want to take a snap shot or a recording on my PC using Windows 10. It says it's done it but the folder does not exist and when I created the folders in the directory specified in the message and go into it nothing is in that folder.