|"If they are not removed from the computer are the files still taiking up space?"|
Of course. Only the "list" of downloaded files is being deleted, not the files themselves. They are still in the folder you downloaded them to. We have no idea where you put them. Could be the Downloads folder, Documents folder, Pictures folder, Desktop, etc. You should be keeping track. Also, if you delete files to the Recycle Bin & then don't empty the Bin, the files are still taking up space. You must empty the Bin.
Use CCleaner-Slim regularly to clear out all accumulated internet garbage - temp internet files, history, cookies, etc. You can check or uncheck any boxes on the left side, depending on what you want to get rid of.
CCleaner-Slim direct download