It’s pretty easy to download an image that you have uploaded to your WordPress Media Library. Just follow these steps:
1. Go to "Media" in your WordPress backend to see the Media Library.
2. Click on the image you want to download in order to open the "Attachment Details" dialog or the "Edit Media" dialog. It does not matter which one opens.
3. In the right sidebar you will find a field named "Copy Link" or "File URL". Copy the link from the field.
4. Open the link in a new tab in your browser by pasting it. You should see the image.
5. Right click on the image and an option in the context menu like "Save Image As..." should open, allowing you to download the image.
Unfortunately WordPress does not give you a button to download images directly, but with the explanation above it should work.