Most of the time you will see a link to click on. Clicking on this link should bring up a dialog box asking where you would like to save the file. Be sure you remember where you are saving the file on your computer. I typically have a folder named Downloads in My Documents. Once the file is downloaded, then you will browse on your computer to the folder you saved the file in. Depending on the type of file, you will have additional steps to go through to use it.
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