On the Mac, right-clicking is emulated by clicking the mouse while
holding the control button, or by a long click.  This will open a
contextual pop-up menu that allows you to download the file addressed
by the link.

You could also click on the link while holding the option button (the
one having "alt" written upon it); this will download the addressed
file directly, but doesn't work with links to HTML pages.

Regards

Leonardo Perretti, Italy