How do you download selected files from a DVD?

The question is vague.

If you put a DVD into a computer and it has a format the computer recognizes as a valid file system, you should be able to copy files from it the same as you would from any other drive.

Video DVDs use a special format and while you may be able to copy the data from the drive (in the form of VOB files), you normally can't then just open the VOB files on the computer and watch them, because they're encrypted in a special way. Also, VOB files are large chunks of the movie which may bear no relation to the division between scenes, and a VOB file can start and end anywhere, even in the middle of a sentence.

To get video from a DVD in a format that you can actually play on your computer, you'll need to "rip" the data using special converter software. In general you should expect there to be some degradation in quality, unless you save the ripped video in an uncompressed format (which can result in extremely large files; even with standard-definition video this amounts to over 20 megabytes of data per second).