Hello. Thanks for trying it.
Thats normal because when anyone trying something new it looks confusing at the first. Hope you enjoyed it!
Oh, the only file the game can download is backup files (.json) when you press the world screen backup button or at settings > data > backup worlds.
If that file downloads, it means that when the cache of the browser resets, the game will lose ALL worlds and progress. (Of course, you can re-upload the backup (.json) file to back up the game.
To help you figure it out, I wanna know what file name/file extension.
See those photos for a better understanding of what I’m saying.
Backup and import options.

The file name should download.

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