@King Java Apologies for the delay here! Glad you were able to solve till creating a file with the content.
If you are looking to download files and don't specifically need Azure File Storage, it would be better to create a file in Blob Storage instead using the Azure Blob Storage Connector instead.
With this, you can use the Create SAS URI by path (V2) action to generate a URL that can be used to download the file. You could extend the workflow to send this URL in an email, teams message, or into an excel sheet for example.