The website that you download from sends data, a few nodes in the Tor network forward it, and eventually it ends up with you. That is, if everything goes as it should. What Tor also does is encrypt the traffic inside the Tor network. This means that any MITM attacks on your local network (for example an insecure WiFi network) are not possible.
Jun 12, 2020 anonymity - Downloading through Tor or not Tor The website that you download from sends data, a few nodes in the Tor network forward it, and eventually it ends up with you. That is, if everything goes as it should. What Tor also does is encrypt the traffic inside the Tor network. This means that any MITM attacks on your local network (for example an insecure WiFi network) are not possible. Tor Project | Download
So, it is safe to download file over Tor, at least about as safe as downloading them on a shared or public wireless network, for example but it is definitely not safe to open them and it will harm your anonymity. This presentation from 2015 shows a few examples of such techniques, although it is not at all extensive. There are plenty it doesn't cover either.
Download and install Tails Thank you for your interest in Tails. Installing Tails can be quite long but we hope you will still have a good time :) We will first ask you a few questions to choose your installation scenario and then guide you step by step. Which operating system … Is Tor Really Anonymous and Secure? - How-To Geek Jul 12, 2017 Tor (anonymity network) - Wikipedia
How To Download TOR? - TeckFly
Tor Vpn - Free downloads and reviews - CNET Download.com tor vpn free download - Hotspot Shield, ExpressVPN, NordVPN, and many more programs Download Tor Browser from SourceForge.net Browser for using Tor on Windows, Mac OS X or Linux. Tor Browser enables you to use Tor on Windows, Mac OS X, or Linux without needing to install any software. Tor is a software that bounces your communications around a distributed network of relays run by volunteers. Tor Browser - Apps on Google Play