Tor: Is it safe to download files through Tor Browser?

Short answer

Downloading is possible, but the file itself may be dangerous or identify you when opened in another application. Tor Browser protects the browser connection, not every program that later handles the file. Scan and inspect downloads using your normal security practices; for sensitive documents, follow the Tor Project's advice about external applications and network access.

Sources

Tor Project: Tor Browser best practices.