unzipping an html link with python
Is there a way to avoid downloading the zips and directly accessing the files inside?

Generally speaking : no. A web server serves files in a file system, not in a zip archive.

If I do need to download them, how can I track where the zips have been downloaded to? (So I can extract the .xlsx)

If not specified, the location is the current directory, the one the script has been launched in.
I have an HTML web page with many download links in a table. I have isolated the path to my desired zips. They all contain an .xlsx file but sometimes other files. 

Is there a way to avoid downloading the zips and directly accessing the files inside?
If I do need to download them, how can I track where the zips have been downloaded to? (So I can extract the .xlsx)

I am currently looking into zipfile and requests for solutions. zipfile.extract needs the path of the zip file, but I don't know exactly where the script will download to. requests gives a response object, but how do I prompt it to download?