Downloading files in filezilla is EASY! You simply navigate to the folder / files that you want to download.
Once you see the files and folders you want to download, select them by single clicking on them. you can do multiple selections with the shift key or the control key (command key on mac)
Once you’ve got all the files / folders you want to download selected, right click on one of the highlighted items and select Download
This will download everything you have selected into the current directory that you have open on the left side of the program.
Let us know if you have any questions!