I always thought that downloading a file is an actual transfer of that file that would now sit on my own hard drive. Like when I download a software package or update
Off topic, but I think it's important enough to further explain it.
Almost everything, what you see in Internet has been downloaded to your own hard drive. For example all pictures you see as part of any page are downloaded and kept on the hard drive. Try this: you go to a new page and wait till everything is there, including images. Now enter another address, look at that and then press "back". The page you saw formerly will be displayed now instantly (there are exceptions). How come? The formerly downloaded content has been saved and now the same content is displayed again, without downloading it again.
The very same is happening, when you are explicitely downloading something., the difference is being only where the content goes. In case you explicitely download something you can (have to) specify the location where to store it. The implicite downloading goes into some folder(s), which you normally don't get to see. In Windows this is called Temporary Internet Files (lots of subfolders); no idea about Mac. If you fnd this place on your computer and can browse in it, you will be surprized, how much garbage is kept there; thousands and thousands of files of all types probably in gigabytes size.
The exceptions are: streaming video (displayed on the fly), and display with specialized programs of pictures, which get downloaded in pieces. Some of these programs prevent storing the image data. This does not prevent people from saving it, but it makes that more difficult.