How can I download a single Bitcoin block?
Yes, it's the whole block. The hex text is 2.5 MB. Hex has 50% efficiency, so the block is 1.25 MB.
Since SegWit, blocks can be larger than 1 MB. There's a 4 MB hard limit which is almost impossible to reach. (With the largest block to date being 2.4 MB, 4.8 MB in hex)