You can download a document from your document library, chat, or common library at any time.
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Find more information on the common library on the dedicated help page.
To download a document from the library, open it with the icon
then click on the icon
on the document of your choice. The download will start automatically: all you have to do is select the location of your choice.
To download a document from the chat, simply click on the image of the document, the download will start automatically: you just have to select the location of your choice.