How do you download stuff onto a disk?

Of course you can. Indeed, unless your computer has no mass-storage medium and relies totally upon memory files, it is generally the only way to download software. Your machine's internet cache is itself a disk file (a folder in fact) and every page you visit is downloaded to that file automatically (overwriting the oldest data in the cache). However, when downloading software via FTP (file transfer protocol), you will typically be given the opportunity to select a disk file in which to save the software. Failing that, you might have a predetermined download file in which to save all your file transfers. Either way, the file is downloaded to your disk and, once saved, you can copy or move the file wherever you desire.