Just found this comment in an old chat stream from Aug 2020: “The download file activity was replaced with wait for download.” If true, I’m a little surprised the course material is so far out of date.
@michael.massicotte wait for download helps to wait for a downloading to complete.
If you still need to go with classic activity you can enable from project panel, filter button.
Enable classic activity.
UiPath | Wait for Download Activity UiPath | Practical Demo | Wait for file download in Automation