On the right side of Dentiray Web, you'll see the option to Export. When you use this option, you'll be given the opportunity to either download or email, and when choosing to download, the system can either download it directly to your computer, or it will queue a notification within Dentiray Web to let you know that it's ready.
Due to the size of some series, the download will not automatically save to your desktop. If you do not see your zip file download right away, check the notifications tab above and select download.