Try this
from google.colab import files
files.download("data.csv")
Update(Sep 2018): now it’s even easier
- open the left pane
- select ‘Files’ tab
- click ‘Refresh’
- right click the file, then download
Update (Jan 2020): the UI changes
- click on the
folder iconon the left pane (3rd icon) - click ‘Refresh’
- right click the file, then download