See https://community.palantir.com/t/how-can-i-download-an-excel-file-stored-in-a-dataset-from-a-workshop-application/621/2 for the URL format, as well as some suggestions for how to achieve download-on-click behavior.
As pointed out in that answer, this URL uses a private API endpoint and is therefore subject to change. A corresponding public API endpoint may be added at some point in the future.
Note that https://www.palantir.com/docs/foundry/api/datasets-v2-resources/files/get-file-content/ would not work for this use-case, because that endpoint requires authenticating with a token passed via the authentication HTTP header, and the browser will not automatically send that header during regular navigation such as clicking on a link.