The left box is your local files, this includes the S:/ drive. Navigate to where you want to store the files.
The right hand box are the remote files, i.e. the files Boxit provide. Navigate to the folder which contains the files you want to copy to the S:/ drive or another local place.
You can select multiple miles and right click and press 'Download', or drag the files from the right hand to the left hand to download.
The files will download with the status showing in the box at the bottom. It should tell you when all downloads are complete.