What kind of file format are you trying to download?
When the new window with the file opens does url ends with the file extension? Like https://www.cgtrader.com/somethingsomething.OBJ ?
Some 3D file formats are just plain text files. Like OBJ for example.
If the server is not configured properly it will just open the file in the browser instead of forcing it to download.
If you save the "page" then you just downloaded the file.
Have you tried to import/open it in your 3d software?