Are you an Apple user who has tried putting the Daily Download onto your device? Unfortunately, there isn't the capability to natively download an audio file, such as the Daily Download MP3 file, to your iPhone or iPad.
Here are a few verified workarounds to download Daily Download selections to your device:
Documents by Readdle
Install the free app Documents by Readdle.
Once you do that, open the app. It has a built-in web browser. Go to the Daily Download site using that browser, and click on the headline for the selection you want. When you click on the download link in that day's feature, Documents by Readdle will prompt you to save it. Once you do, it will always be available in the Downloads section of the app to listen to whenever you want. You can bookmark the Daily Download site in the Documents by Readdle app to streamline the process.
Subscribe to the Daily Download in its podcast form. You can download it using Apple's Podcast app. The Podcast app can be used as a media player, but it will not allow you to download the track directly to your device.