Visualization of the download option can differ depending on your computer settings.
Download Preview
To download the preview of your Project either go to the Preview and click on the download icon in the upper right corner of the page and choose where you want your Project to be downloaded.
Or if you already created a document out of your Project, go to Documents first and click on the three dots on the right side of the document / Project you want to download.
Then choose "Download" from the options.
And choose where you want your Project to be downloaded.