For the first one, its mostly dependent on the browser configuration. Though, there is some tweaking you can do in "web-client-config-custom.xml" also, in document info page, there are links to open it in cifs, webdav, or over http
for the second question
The file goes into
alfresco/alf_data/…/someNastyFileName.bin
It is stored in a folder based on the date and time it was uploaded and given a name that is a "primary key"/"unique ID". It is this way so the database can properly version and locate documents. also it avoids file collisions when a 2 files have the same name
