In order to be able to download the files after the stream has ended you need to have proper settings set up in the Stream Configuration.
You need to have toggle for Recoding turned on.
Then you can choose between to options.
If you 'check' the "Autostart recording" -> then it will be recorded from the moment the raw stream is being streamed into the MCLS console.
If you 'check' the "Record during transcoding" -> then it will be recorded from the moment you start the transcoding. Remember that if you have both options checked the stream will be recorded from the moment of transcoding.
Visit the past streams section to download your recordings. Note, recordings can take up to 15 minutes to process before they are ready to be downloaded.