The easiest way, especially if you are intending to be the main person working with this site, would be to get an FTP client and connect to the hosting server to download the site. Filezilla is a good free option but it is up to you personal preference. When connecting they will ask for three main pieces of information: A host or server name, which should be your domain name (yoursitename.com for example) and a user name and password, which should coincide with the login you use for the control panel.
Once connected you should see your site files in a window on the right and your computers files on a window on the left. Simply highlight, click and drag your site folders into a location on your computer and they will download.
