From your ancestry com tree click tree pages there is a little down arrow choose tree settings
on that page on the right
If the "File Download" window does not appear and Windows automatically downloads a text file:
Right click on the "Download your GEDCOM file" button.
Select "Save Target As..."
A "Save As" dialog box will display. Select a location for the file that you will be able to find later, such as "Desktop." Then give the file a name and click on Save.