When you find a study that you wish to download, you will see a variety of download links on the study home page that enable you to download individual documentation files, or application-specific bundles (at either the study or dataset level). The "Quick Download" button provides multiple options on mouse over.
Before downloading the data, you may want to do two things to assure that the study meets your needs.
Review the description of the study. This may include important information about file formats and other unique characteristics of the data.
View the documentation files, including the codebook.