Download data from the Ensembl browser
You can download data directly from the Ensembl genome browser. Click on the button when in the Location tab to export sequences and/or features from the genomic region in different formats:

Or click on the button to export the region in detail image in different formats:

Or click on the button when viewing gene/transcript sequences:

Or click on the icon when viewing a data table.
You can find more information in the full documentation for data export from the Ensembl browser.