In SharePoint 2016, there are three ways to download a file. All will achieve the same result, so choose your favorite method.
Check the box to the left of the file name, as shown in number 1 below. Then, select the "Files" tab in the Library Tools ribbon, as shown in number 2. Then, select the "Download a Copy" button from the Documents Ribbon, as shown in number 3. A copy of the file will then be downloaded to your local machine.
Right click on the name of the file. A menu will appear. Choose the option to "Download" and select the location on your local machine where you would like to save the file.
Click on the three dots (ellipsis) to the right of the file name, as shown in number 1 below. A pop-up window will appear showing you the unique URL for the file and allowing you to open or share the file. Click the ellipsis in this popup window, as shown in number 2. Then, choose the option to download the file and save it to your local machine.