How come my iphone apps that I download through itunes doesn’t show up?

I just recent got my iphone and I've been trying to download apps for it. Whenever I download an app through itunes, it doesn't show up under library- applications. I try searching for the downloaded file in my folders and I found it under mobile application/downloads/****.tmp When I would download an app through the iphone itself and then sync it to the computer, the app would appear in the same mobile application folder, but not in the downloads folder. It would show up as an apple application device file. How do I get the other files to show up as an apple application device file?