Downloading files in Safari

I am a ios user as well as a mac user, and I have been a member of applevis for a number of years now. I was wondering if annyone had anny information on downloading files in sufari. For example downloading applevis podcasts dirrectly from this website. I have some trouble with that. I am learning the mac a little at a time, but It's not easy. I have no trouble downloading apps from the apstore, but I am not sure how to do that in sufari. Thanks.