In datagrid 2 you can add custom content to a cell, like a microflow button.
In the microflow you can then perform a download action.
If the solutions proposed above does not work, you can go for one of the below based on your requirement.
You can add buttons to datagrid. Which means, you can add a button called Download, make it as a default button.
The microflow behind the button, can be made to download the file.
On the other hand, if you want to have download button next to each and every record, you can go for template grid instead of datagrid and within template grid you can have layout grid with same microflow logic.
If Datagrid 2 or Listview is not an option you can implement a tooltip page with a download button.
I’ve used this technique in multiple occasions to add simple functions to datagrids.