Have it create a link. Look for the text "Long link" and longpress that link in your browser. A menu will pop up and you can choose save.
Note that sometimes if a link has a redirect, the browsers on Android won't handle it. Well, one browser will. Opera Mini is a browser that stands alone and will handle redirects properly when you're trying to save a link.
On a side note, Opera Mini also allows uploads which other browsers don't. I usually use Dolphin HD but I keep a copy of Opera Mini handy.