In order to download your family tree as a Gedcom, go to Family Trees>Manage Your Trees.
There you will see a list of all your trees with the option to download on the right!
I am trying to download/import from the site to family tree builder as well, and when I go in to manage trees the only action option I am given is to view the tree. Please help; I have put heaps of info onto the tree online, and just downloaded family tree builder. Am I going to have to go through and input everything again, and have it keep telling me to create a family site when I just want to get the tree from the already existing site onto my computer?