If you want to see recently opened files in Windows 11, then open Recent Items folder, use File Explorer Home, Taskbar, Start menu, etc.

Copilot on Windows can now retrieve files from your PC’s hard drive. I've tested the AI-driven search feature and show you how to benefit.

Click on the Download option at the top, and OneDrive will now download all files to the PC at once. It worked just fine for me on my Windows 11 PC and here is the screenshot.