Hi,
What are the necessary steps in the interface before downloading the component ?

Usually: refresh files in the project browser and download
I mean => It is not necessary to push "run in sandbox" if you only plan to download.
Am I right ... ? please anyone can confirm.
Thanks.

There are no necessary steps except for Download.

Sorry but your answer is unclear
What do you mean exactly by "except for download" ?

Please click on "Download component" button. You do not need to do anything else.

Edward.