Many sites help to explain how to download with mIRC and google will tell you them, I'm sure. However, as most downloading done through mIRC is illegal, the policy here is to not assist with much of any downloading questions.
Still, here's a very basic idea of what to do. After that, just google it or ask in a channel.
Type !list to see the server ads.
Type the trigger for the ad (it'll be in the ad)
Type DIR while on the server to see a list of files/folders
Type CD FOLDERNAME to access the folder
Type CD .. to go back a folder/directory
Type GET FILENAME.EXT to get the file
FYI: DCC downloading (i.e. downloading from mIRC) is not a very good way to download. You're much better off using FTP or HTTP or even P2P to download stuff.
