There is no “Download” button as such but there is the ‘drag & drop’ arrow that works.
Thing is the object is imported with no name – i.e. it is called “.gsm”.
So it doesn’t show up as a window object.
It can be opened and renamed though and then can be used as a window object.
Versions 6.5 to 22
Dell XPS- i7-6700 @ 3.4Ghz, 16GB ram, GeForce GTX 960 (2GB), Windows 10
Dell Precision M6800 - i7 4700MQ @ 2.40GHz, 16GB RAM, AMD FirePro M6100 (2GB), Windows 7 64bit