Hello @BobGreen
Thank you for contacting the Instructure Community. If you are using the new Assignment Enhancements feature in Canvas, then no there is no download button for students who are completing peer reviews with anonymous setup: Canvas Release: Assignment Enhancements - Instructure Community
However, if you are using the older traditional assignments setup in Canvas, they can technically right click on the file that is listed and "download" using their browser. It really depends which assignment setup you have. If you are not sure, you are welcome to ask Canvas Support or your school directly. Hopefully this helps.