Hi teak. Welcome.
One recommendation for next time is to write more meaningful titles here as Downloading is totally generic.
I'm assuming you would like to download Mageia installation. You can
download either torrent or ISO directly. I recommend torrent if you have any client installed.
If you don't wan't or can't use USB for install you can use DVD or CD instead. There's also a possibility to use grub to load ISO file directly but it require some CLI skills so it's for more experienced users.