It seems as though someone has shared a file with you which you can download by scrolling up and pressing the download button.
It's simple, just head over to the upload page and send the link to anyone that you would like to share your file with.
Sometimes your browser's media player doesn't support the type (codec) of the file, but you can always download it first and then play it on your device.
Usually video, audio and image files are safe, but executables can be nasty. Regardless you should always be careful about the files that you open.