There are several ways to download files attached from local computers (not from cloud storage providers).
Hover over the file you want to download.
Click the download arrow icon that appears on the right 1.
Hover over the file (or files) you want to download.
Check the box that appears to the left 2.
Click Download 3 on the right of the panel above.
With this option, you can select as many files as you want to download using their checkboxes. If you don't see the Download option you may have selected a file attached from a cloud storage provider.
Right-click the file you want to download.
Select Download from the drop-down.