downloading files in Icloud?

What files? If you mean you want to restore a backup from icloud to an iOS device, then...

http://support.apple.com/kb/HT1766?viewlocale=en_US&locale=en_US

Go to Settings>General>Reset and tap Erase All Content and Settings. This will erase your device. Then you will go through the setup screens again as you did when your device was new, and when given the option, select Restore from iCloud Backup.

This link gives another overview of backup and restore:

http://support.apple.com/kb/HT4859?viewlocale=en_US&locale=en_US

As for data files, like contacts, you must use the associated program on mac or app on a device to access the "file". But again, what do you mean by "files"? You generally can't download files, you access them.