How to download ?
The download link is sharing a torrent from different websites. To download those torrents, you need to use a torrent client installed on your computer like uTorrent or bitTorrent (full list on Wikipedia Torrent Clients)
Once the client is installed, you can configure it depending of your network connection. You can also hide your torrent
How to encrypt connection for protection ?
Most torrent clients allow to use encryption while downloading. On uTorrent, you can find it on Options -> Bitorrent -> Encrypting protocol , you can force the encryption. However, this will limit your download speed.