You cannot download Meraki device configurations, by design. Configs are encrypted and stored (and backed up) in the cloud in Cisco/Meraki's data centers. More info on the back-end would be at https://meraki.cisco.com/trust
If you are looking for a way to back-up config files for instance, remember that you have the Organization > Change Log which shows you every change that was made, who made it, when, from what Dashboard page the change was made, along with the old value and the new value, so it's very easy to roll back or undo changes. If it might be a more complicated "golden configuration" state you're trying to preserve, the usual method is to clone it to an alternate network that doesn't have any physical devices in it. Then if you need to roll back to a specific config from a certain day/time, you can move the device(s) serial number(s) from their current network to the "backup" network and they would take on those older settings.
Also be aware that all Meraki devices have a dual-partition NVRAM, and have their current AND last known good config file already on board and encrypted at rest, so if a configuration change is made that subsequently cuts the device off from the world, they are able to recognize that fact and after several attempts and expired timer, they can reboot themselves with the last known good config file.
