The process of moving a file from your computer to the microbit is called "flashing"
This will download the file to your "Downloads" Folder
Your file will have a name followed by the ".hex" extensions. This is the file you will flash to the Microbit.
Open your downloads folder. Drag the file you just created (remember, it ends in .hex) to the microbit.
You should see the Microbit under "Locations".
You should see the LED on the Microbit blink orange. This means it is loading the file.