Links don't always go to another website. In some cases, they point to a file that can be downloaded, or saved, to your computer. If you click a link to a file, it may download automatically, but sometimes it just opens within your browser instead of downloading. To prevent it from opening in the browser, you can right-click the link and select Save link as (different browsers may use slightly different wording, like Save target as). Files downloaded from the internet are often downloaded to your download folder, which is a quick access folder accessible on the left navigation pane of windows explorer. Sometimes you may want to save an image from a website to your computer. To do this, right-click the image and select Save image as (or Save picture as). Make sure you trust the file that you downloaded to your computer, as downloading any file or program to your computer contains security risks to your computer (links).