"Which file do you want to download?"

Translation: Який файл ви хочете завантажити?

[Vojtech_S.]

Why is there ви necessary?
I think, it is clear from the form хочете (or хочеш when ти is used)

[ardaemre13]

Can we use "скачати"?

[anna_ostt]

You'd be understood, but all Ukrainians around would correct you :) Actually, many people in Ukraine just mix their language and Russian, so don't worry about being confused with them

[skstudio]

No, it is a russism.