If you run a web browser on a SLAC machine, then go to the dataCatalog, http://glast-ground.slac.stanford.edu/DataCatalog, navigate to the data of interest, e.g., MC-Tasks -> ServiceChallenge -> backgnd-GR-v13r5p5-Day -> runs -> gcr, then click on the "Show Files" link, then click on any of the individual run numbers, e.g., "000000" is stream 0 in the task. You will be asked if you wish to download the file. As you will be running on a SLAC machine, the entire SLAC disk environment will be visible for you to select an appropriate destination.

You can also download files to your home site by running the web browser on one of your own machines. The dataCatalog downloader should just work.