You should be able to do it by clicking the down-facing arrow in a circle on the right side of the file or pic you want to download. Then click more, then export, then Save to SD Card. It will then allow you to save it in whatever folder you'd like. I think the Pictures folder will show up in your gallery.
If that's what you're doing... then does the folder you're saving it to have a .nomedia file in it? That would prevent it from showing up in your gallery. Like Crashumbc says, a file explorer app should be able to help you figure it out.
Or... what about just mounting your phone on your computer and transferring it that way... I know that negates the whole cloud advantage, but it would do the trick I guess.