Uploading is from your hands on computer to a web site.
Downloading a file is from the website to your hands on computer.
Add more information as to what you want to get.
Is the file a down loadable software product? If it is a software product, (Program, Game, or an Update for your computers software), usually you click a link and the download screen appears and you are asked whether you want to open, save, or cancel. If you click on Save the file will download to your default, Desktop, if you are using Windows. Unless you change the download settings so it asks you where to save your downloads.
I set up a folder in My Documents and set the direction of my Save function to send any programs I download to that folder.
If you Mozilla Firefox you click on Tools, then click on Options, and then click on Main, In the middle section of there you will see Downloads. Choose which way you want to save your Downloads there.
If you are using another browser like; Internet Explorer, or Netscape they have a similar Download settings selection in Tools/Options.
A folder or file on your computer can be uploaded to a website with an FTP software tool. Check in your browsers Help area for uploading and downloading Internet Explorer had some way of doing that listed under the browser Help section.