Right-clicking on a file, link, or another item often provides a menu of additional options. These are also called "shortcut" or "contextual" menus.
Hover your cursor over the file, link, etc.
Press on the right side of your mouse to click.
Microsoft Windows: Menu key
Apple macOS: control + click (on your trackpad or mouse)
Phones & tablets: Tap and hold your finger on the item until a menu appears.