Select report actions and download report
Once the button has been added, you can change the text by typing directly, and playing with Style options to make it looks good.
Now, back to the Setup ribbon of your button, please select Report Actions, and then below Download report. And that's it!!
You've just created your first download button, a very useful feature to make the experience better for your users. They'll just have to click on it, select options, and they'll be able to download the report without having to think too much about it: