How to see an item in the admin from its URL? (not sure if it’s a page, post, or what)

It’s a Post Type Archive. It’s an automatically generated list of download posts. It doesn’t have an admin page. If you want to edit its template, you can determine which template is used by referring to the Template Hierarchy.

Regarding the content on the page that isn’t the downloads themselves, that could come from any number of places. It could be hardcoded into the template, it could be coming from a settings page, it could be in the customiser, or it could be widgets. It will differ from site to site so I couldn’t tell you where it is for this particular site.