Go to Teaching on the left then click on Materials. Click on the specific content. Navigate to the Edit Details tab and check the Allow learners to download this file box to let learners download content, or uncheck it to prevent them from downloading the file.
This setting is disabled by default, so unless you allow downloading when you upload the material, you will not need to disable it.
** If you are an Administrator, you will always be able to download any material, regardless of whether the item allows learners to download it and irrespective of whether you are using the platform as an Admin or a Learner via the Admin/Learner toggle shown below.