how to download documents file on to disk (external)

If the file is stored on your internal storage on the computer simply copy and paste it to a EHD. The EHD must be formatted to work with OS X,. If you are using a new EHD most are pre-formatted to work with MS Windows and must be reformatted using Disk Utility (Applications - Utilities - Disk Utility). Simply start DU, select the EHD and format it as Mac OS Extended (Journaled) and you are done.

If you want to save files to a DVD select the files then right click and select the Burn command and follow the on-screen instructions.

Please describe what it is you are trying to do because I suspect you are not using correct terminology. "Download' means transfer from a remote location such as the Internet to another. You cannot "download" to a DVD. You burn items to a DVD after you have downloaded them from a servers somewhere.

simply copy and paste it to a EHD.

EHD = external hard drive.

Dare I say copy and paste is a Windows-ish way of doing it? 😀 Simply drag from one drive to another.