Download Mode in Galaxy Grand Prime
That Downloading screen you got is representative of having entered Samsung's special Download Mode for flashing device firmware from a PC over ODIN. Over there, Downloading means downloading from the PC, not from the internet. In case you want to get back to normal Android, keep holding down the Power button until the device reboots. For flashing TWRP, you can try using this app called Flashify. For using it, refer to my other answer here.