Content Sections
If you wish to download a document, you can do so by selecting the download option from the ellipses menu. This is not recommended to be used often as it will create a duplicate copy of that file and any changes made to it after download will not be saved to the downloaded copy. There are some uses cases in which this can be helpful such as wanting to use the document as a starting point for a new document you are going to save elsewhere.
Best Practice
Documents should not be downloaded as it will create a duplicate of the document and disconnect that downloaded document from SharePoint. If you wish to use a document as a template for a new document, try the Copy To feature instead of the download.