Need more info.
Do you have a torrent handling program, like Flashget, Bitcomet, uTorrent, etc?
If yes:
Are you choosing to "save" the torrent, or are you choosing "open"? If you choose "save" then it will save a torrent file on your PC and only take a couple of seconds to do it.
If you want the file to download you have to use a handling program and select "open" when prompted. I used BitComet for years without much issue, but have switched to Flashget recently.