You can double-click on its name, you can click on the name to highlight it and then click the Get button, or you can select Get Directories and Files from the Remote menu. All three of these methods will bring up a window which lets you decide where you want to save the file and what name you want to give it. The final way is to click on and hold the file and drag it into a folder on your desktop. When using this method, Fetch will retain the current name of the file. The one concern when downloading a file is the file type.
Files come in two formats - text and binary.
Almost all other files are binary. This simply means that the computer sees the file as a bunch of binary numbers. This is because they contain a lot of Microsoft specific information and code. All programs are also binary. Before you download a file, you should specify which type the file is by using the three buttons at the bottom of the window.