To download a single file, click on the file's name and launch it's detail page.
Click the 'Download/Edit' button and select 'Download only' from the drop down menu.
Downloading multiple files and folders
In the 'Files' section of your workspace each file and folder has a check box to the right-hand side of it's title.
Check the box(es) next to the file(s) and/or folder(s) that you want to download. If you check the box at the top of the list, it will check all of the boxes in the list.
After you have checked a box the buttons highlighted above will appear, click 'Download'.
Depending on your browser settings you may then be given the option to either save or open the files in Windows Explorer.