Which type of content you would like to download?
You can create a PDF with your Data and download it. It would be also possible to create a .csv file and to download it then.
In this docu is a step by step guide how to create your own documents:
Hope this Helps,
If you want to convert the poge content and download it into PDF .
You can use the below widget . https://marketplace.mendix.com/link/component/119983
I hope it will help