how's it done on a Mac?

Probably the same if you have a 2-button mouse. Mac use the phrase 'secondary button' with their own mice. Old macs had single-button mice - you had to control-click. On any operating system the actual right-click (context) menu will depend on the browser so Safari may have different options.

Macbook touchpads don't have buttons. Control-tap probably works there too.

On this Android tablet, using Firefox, I can long-tap and 'share' the link, which gives me various options one of which is saving it. But that might depend on having a file manager app installed. I could also send it to Dropbox or Google Drive. Other Android devices may be different.

On iOS you can't just save a file to the filesystem - you have to send it somewhere. On my wife's old iPad in Safari long-tap offers me 'open' which then offers a list of apps to open it in. One of these is Dropbox so I could save it there. Other cloud services are probably similar. Some apps might be able to save it locally in their own storage.

Mudcat midi files