1 - Click on the "Promote" tab and then choose one of the tabs:
Popular - commonly used assets
Promote to Church - inspire your whole church with videos, etc.
Promote to Guests - invite guests to Alpha with this promo
2 - Click on the arrow on the right-hand side of each promo item to download the zip file or video. You do not need special software to download a zip file but your computer might ask you to confirm this action.
Your file will be saved according to your default computer settings. If you can't find the file after you've downloaded it, here is an article to find the file you downloaded.
3 - For videos, you can use the video share link to copy the URL (eg. if you're sharing it in an email).