Download files with Chrome for Android
In Chrome, keep your finger pressed on the link, and you will see an option "Save Link".
Hence, the file(s) will be saved in the Downloads folder.

To access it and (perhaps) other folders in the future, I recommend downloading a File Management app.

The best ones are said to be ES File Manager and ASTRO File Manager.

While generally, ASTRO is said to be better, the free version has ads.

Your choice!