Converting a Google file to its companion file format in Microsoft Office (or a PDF, etc.) is pretty simple!
With the document open, click the File menu and point to Download as… to see your options. These files will usually be downloaded to the default storage location (“Downloads” folder, etc.) on your device. You can always drag these to a flash drive, etc., if you wish, or push them back up to Google Drive if you’ll be editing on a device that doesn’t have a USB port.
You can also right-click (or 2-finger click) on the file as you see it in Google Drive and choose the Download option. Sometimes, though, you’ll have fewer options. (for example: Docs will become Word files only, not PDFs, etc.)