Some file types such as Microsoft Word will automatically start downloading after you click on a link or a button. Others require additional steps.
Some images will display an icon when you hover your mouse over it. Some will not. If there is a larger version of the image available, it will load in a lightbox. Right click the image and choose “Save image as…” or a similar option.
If your browser supports PDF, instead of automatically downloading it, your browser will open the file for you. To download the PDF, look for the download icon. It may appear in different places depending on your version of the PDF reader application.