Here's a simple trick that many new Mac users don't know: sometimes, I'm not sure why, a Mac won't download a linked file from a web site, depending on the page's programming.
There are two solutions: either option- (alt) click on the file, this forces a download of the linked file.
Or Control-click on the link, this will give a popup menu which contains "save linked file" or similar command.
The control-click thing is universally useful. It's the Mac equivalent of "right-clicking".