With iOS: as iOS does not have a directory structure, files cannot be downloaded. In the "Photos" category, you can select photos and download them via the three dots at the bottom right. The photos will then appear in the Apple "Photos" app. Videos cannot be downloaded at present.
With Android: select the content you would like to download. Then click on "Download" below the three dots at the bottom right. Files are saved into your phone's "Downloads" folder, photos and videos in the "Pictures/myCloud" folder.