You can use Store Manager to download backup files from pgadmin.

You can access it from Menu -> Tools -> Store Manager.

From the docs,

Storage Manager is a feature that helps you manage your systems storage device. You can use Storage Manager to:

    Download, upload, or manage operating system files. To use this feature, pgAdmin must be running in Server Mode on your client
    machine.
    Download backup or export files (custom, tar and plain text format) on a client machine.
    Download export dump files of tables.