useful keyboard shortcuts few know about:
If you want to move a window from the main computer screen to the projector give that window focus (ie: select it) and press Windows key + Shift + Left Arrow. (saves dragging with the mouse) Then press (f11) to maximise the window now on the projector screen. Then when you have finished playing the video on the projector (assuming this window still has focus) press (alt & f4) to close it. Or if you just want to close a tab and not the window (ctrl & w) You could load all videoes in different tabs in one window and switch between them using (alt & tab) assuming using Google chrome and that window has focus.
To download a file: Right click (then) download file as (or) save link as... or play it direct from the net if you have a good internet connection.
Download and or play any file entirely at your own risk.