Game download

When I hit download for a game, I get question from Windows about what "app" I want to use for download. I am not sure how to download the file so that I can open it in "chess engine" web site. Can PGN files be stored on in Windows?  Any advice would be appreciated.

Just save the file with extension .pgn and open it via a chess program.

The PGN is just a text file. You can save it and open it in any text editor or utility that reads PGNs (such as a chess programs).

Where is this 'Download button at?

In the Archive at the top and on a game under the navigation buttons. It is a down pointing arrow over an open box. 

Yeah. Got it! I presume one can repeat procedure as often as necessary?  Also. This is a little bit much hassle compared to other servers. I would rather just be able to 'set and forget'. this feature. Thanks for the assist!

Yes, you can repeat as much as necessary. On the Archive page, you can do a page worth at a time.