Recently, it came to my attention that certain folks are not up to date on how to use DropBox. I currently use DropBox because my website host does not have an option for me to offer downloads through my website. I used to be able to do that, but due to loss of income as a result of the Covid-19 pandemic, I had to downgrade and therefore use DropBox for the time being. 
After a photoshoot I edit the images, and then I upload them to a folder named with the street address of the property the photos belong to. Then, I send an email letting my clients know their images are ready for download, and I include a link to the DropBox folder where the images are located.
Upon receiving this email, my clients click the link, which will take them directly to the folder containing their images. The download consists of a Zip file, which you will double click to open, and extract the contents = images. This process is standard, and it would work the same if you downloaded the images through my website directly. The files will come to your computer in the form of a Zip file, since that is the standard format for files downloaded through the internet.
Downloading through the internet started as a way to keep delivery costs down and has replaced more traditional methods of sharing files such as CD/DVD's or USB drives. Those methods of sharing files are still available, however, there is an additional cost associated with using them which covers purchasing and shipping them back to clients.
Here are some screen shots of the download process through DropBox. I hope it helps better understand the process. If you have any questions, please email me, and I'd be glad to clarify your questions or concerns.