You download GitHub code by "cloning" the repository to a local repository. They call this a desktop clone. Each GitHub repository home page has a neat "Clone to Desktop" button in the web interface that you would think clones the repository to your desktop.
That button actually takes you to the GitHub Windows application download page even if you have the GitHub app already installed. This is where I usually get stuck and head off to some search engine for help.
It turns out you are supposed to drag the URL for the repository from your browser onto the desktop application.
Resize your browser window so you can drag the repository onto the GitHub windows application. It will immediately clone that repository to your local GitHub repository.
This example shows the location in the browser of the component you grab and drag onto the main GitHub application window.