You may find an exercise file within a lesson that is not downloading. If the file looks like the image below, it is a reference to the file to use within a bulk downloadable ZIP file—it is not a downloadable link. You can find the full ZIP in the "Downloads" tab of the course.
You will need to download the ZIP file and unzip the drawing and/or project files to a folder on your computer.
Alternatively, you may see exercise files on individual lessons. The files there allow you to grab only the ones you want, instead of the entire ZIP file.
Some of the exercise files are uploaded into A360 and will be downloaded as an HTM file in Chrome.
Instead of downloading the file, right-click and select "Open Link in New Tab". You will then be brought to the A360 page, where you can download the file.