Downloading from DOWNLOAD DESIGNS is already explained on the page following the agreement page.
You have to be a current member of Ann's Club, which requires a fee to access all the designs.
If you are not a paid-up member, you can only download the designs that have a download icon beside them.
To download from the DOWNLOAD DESIGNS or from the many that are available at SHOP is basically the same proceedure.
Establish a folder and give it an easily recognizable name (such as ATG Embroidery) on the drive where you wish to store the downloads and when you click on the design of your choice, SAVE the download to that folder.