Hi Zach, 

Welcome to Box Community and glad to help! 

You  may reach out to the sender/owner of your shared link to ensure that your option to "download" is enabled. 

To edit the settings of your shared link:

1. In the Box window, hover on the file or folder.


2. Click Share. You can also either click the right mouse button or the ellipsis (...) to access Share.


3. In the Share window, click Link Settings. Box displays the Shared Link Settings window.


4. Edit the settings to which you have access. To enable a setting (Allow Download), click its checkbox.


5. Click Save.

https://support.box.com/hc/en-us/articles/360043697554-Configuring-Individual-Shared-Link-Settings

Hope it helps!