Select the file on the presented list and press the "Download" button.
This option will give you access to the File Transfer Manager.
This is the screen where you can manage files and also transfer them:
Observe that the "Shared Folders" and the "Intermediate disk" are the only remote directories available to exchange files with. If you need to download or upload remote files from the file manager, you should always move them first into these directories (they are going to be mapped drives also), and after that transfer to the desired location.