Copying files from the internet to your device. Like bringing items from a store to your home - the file moves from somewhere else to your computer.
When you download a song, it gets saved to your phone so you can listen to it even without internet.
“Download” is a general networking concept, not a specific cloud service. In cloud contexts, downloads commonly happen when a user or system retrieves data from cloud storage (like object storage) or a web app over HTTP/HTTPS.