You have to get a link to download a file. . someone hosts it and sends an email to you or themselves. After that email is sent, the screen changes to a "Download Link" screen, and then that link is copied and pasted somewhere to download stuff.
If you send the email but close the link, you'd have to go to the email to get the link. . and I think it's limited to how many downloads you can through the email (now though, regularly, as long as you have an account with them you're okay).
EDIT: If that didn't help, sorry. . re-reading it makes me think that was a confusing explanation.
