Before you copy, download, delete or otherwise act on items, you choose them by selecting their checkboxes. You can select one item or many at once.
A single click on a folder opens it. To select a folder without opening it, click its checkbox. See Navigating folders for more on moving around.
The toolbar shows how many items you've chosen, such as "5 items selected". Most actions work on the selected items, including Download, Copy, Cut, Rename, Delete and Share. For details of each, see Copy, cut and paste, Downloading files and Deleting.