How to download a Word file from Office 365?

[Orthoducks]

How can I download a Word document file from OneDrive? I've found a variety of instructions, all of which either start at some page that I can't find, or tell me to use some control that doesn't exist.

By trial and error I finally found a rather obscure procedure that should work -- but it doesn't.

Here's what I did: starting at the OneDrive home page, I clicked the "Office 365" link. I got a page that lists a bunch of files. They aren't all my files (in fact I'm not sure what some of them are), but the file I want is there. When I float the mouse pointer over the file, a "Share" icon and a "More Actions" icon appear to the right of the filename. I click "More Actions" and O365 opens a menu, one of whose items is "Download."

When I click Download, O365 should either download the file to my Downloads directory or prompt me to answer a question. Neither thing happens. Nothing happens.

When I open the Downloads directory or the browser's list of downloaded files, the file is not there.

[#2]

@Orthoducks 

Suppose there is a popup and download after below action mentioned, can you try to do the same in another browser to isolate the problem?

[#3]

In Chrome, the "More Actions" menu dudn't even have a Download option. It had an "Open Directory:" option, but it opened the directory in the browser, not in File Explorer.

Edge did exactly the same thing.

I revisited Chrome to check the wording of the "Open Directory" option, but I found that the menu had changed. "Open Directory" was no longer there. "Download" was there, but it did the same thing as in Firefox: nothing.

I then revisited Edge, but I found that its More Actions menu had *not* changed.

BTW, after similar inquiries in the past I've been advised to copy from OneDrive in File Explorer. That does not work because File Explorer's OneDrive and Office 365's OneDrive seem to exist in different realities. There is no similarity at all between their contents.