How do I download the csv file from Action --> Import Data Source tab?
You mean you want to download file from module in anaplan? If yes, you need to create export action in that module
Click -> data -> export
and you can change format file type, and you need give checklist in save export definition
I don't think it is possible from the UX.
From the API you can do it, as the files are an available endpoint.
You can use Anaplan Connect, or third party like postman or anaplus.app can do that
Yep - echoing Nathan's comment, you should be able to see what files are on the server with an API call.