A webpage may ask if you want to 'download' something. This means to transfer something from the internet to your computer. Why would you want to do this? Sometimes a webpage will only work if you have a certain program on your computer (such as Flash). If your computer does not have this program, then the webpage may offer to give it to you. If you click on 'Yes', then the program will be transferred onto your computer. Some websites let you download music or games in the same way.
However, you should think before downloading. A downloaded file can infect your computer with a virus. Do you trust this webpage?
The webpages which offer downloads tell you what to do. But you can also download any webpage, or text, or picture to your own computer.
To save a picture, for PC-users, right-click on the picture (click using the right mouse button rather than the left). A menu will pop up with 'Save Picture' on it. Click on that and save in the usual way.