The "Cannot create file" error, which prevents you from downloading things on Mac, is usually related to issues on the download location. I suggest you check your browser's preferences for the default download location.
Then locate the folder in Finder and check if you have Read & Write access to it by right-clicking the folder and selecting "Get Info."
If you don't, tap the yellow padlock and enter your admin password to unlock the preference, then modify the permissions.
If you do, change the download location to your desktop or another folder of your choice.
Read Also:
Change File, Folder, App & Hard Drive Permissions on Mac