If you are used to other operating systems you will no doubt be amazed that there is no file official file management system in either iPhoneOS or iPadOS !
No matter what, files will have to be downloaded to a cloud service.
N.B. These cloud services can be any of the popular ones like Google Drive, Dropbox, Adobe Creative Cloud, OneDrive, Box or iCloud {but this has restrictions} or any of the other similar services available. Whichever one you opt for you will need to install the corresponding App in order to use it.
(a) the Files App [already installed - see Apple Support page] to which you can add the 3rd party Apps
and
(b) the Documents 5 App [free to download from the App Store] that is invaluable for downloading files that are stored on a password-protected site.
N.B. By default your Safari browser will use the Downloads folder but can be configured to point to an alternative destination.
** using the Files App, iOS Content Manager or via Settings
Click here to see a HowToGeek article that shows you everything you need to know.