Is there anything to download?
No. There’s no “local” Dev environment that you need to set up. DevPanel creates cloud-based Dev environments for you on demand, as needed, when needed… it’s 100% browser-based. You’ll get a full featured IDE - Code Server - a browser based version of Visual Studio with built in shell access and all development command lines tools, like Composer, Drush, and WP-CLI, pre-installed.