You can download your video by clicking the link in the "Your Order is ReadY" email that is sent when your video is done processing. If you right-click the link and select "Save As..." you can download it directly to your computer. If you click on the link and your video starts to play, simply right-click on the video player and select "Save Video As..." and you will be able to download the video. On mobile/tablet you can tap and hold on the link or the video player in Safari to bring up the option to "Save As" which will then download the video.
Finally, you can easily download your video by logging into the website and clicking the download button on the dashboard.