Teaching teams frequently want to batch-download assignments that students have submitted to Canvas. You can generate a .zip file containing the submissions in the Gradebook or on the assignment detail page.
Single assignments can be downloaded from Speedgrader or in the Gradebook. In the Gradebook, hover over the cell for that student in the appropriate assignment column. Click on the bubble icon in the top right corner of the cell to bring up a box containing submission details, including a link to download the file.