From a PC/MAC, click on the photo you would like to download to enter the expanded view. In the lower right hand corner, you will see a 'Download" icon - click the icon (you may have to click proceed to accept a usage reminder) and your image will download shortly.
To download multiple photos from an album at once, open the album on a PC/MAC, hover your mouse over the first image you want to download, and click the little checkbox in the upper left hand corner of the image. You will now be able to select multiple images. Once your images are selected, click the 'Download' icon in the green toolbar at the top right hand side of the screen.
Currently, the mobile app does not support downloading, but this functionality is being introduced in a future version of the app.