In reply to TheDrunkenBakers:
What have you downloaded - a watch face, a data field, a widget or an app ? They're all in different places.
Watch faces you get when you edit the default face
Data Field - you can choose if you edit the screen layout of one of the activity apps ( eg run, bike, etc )
Widgets - are the "apps" you get when you scroll through weather, heart rate, steps, etc using the up/down arrows on bottom left. Can't remember if a new widget will be there automatically, or if you need to go into edit settings and "switch it on" once downloaded.
Apps are types of activities, can be found when you go into activity mode ( top right ), default ones will be run, bike, hike, swim, etc and you can add more obscure things