Loadero offers to download files in your performance test (NOT available in load test and session recording) if their combined size does not exceed 100 MB and retrieve them later in the test results tab. Files are not accessible in the test, but rather as artifacts after the test has finished. All artifacts will be individually compressed to gzip (.gz) archive.
It is impossible to download files directly via URL on Firefox. You can download them via indirect path, e.g., via "Download" button in front-end interface.
If in the test you are downloading files, e.g., PDF file or video, you have to consider that in your test script since the test will not wait until the download is completed.