If all you did was download the file, but did not run the file, it is not likely that your computer is affected.
If you landed at a website that displayed images or ads, there is a small possibility that something was downloaded and/or executed without your knowledge. If you find any files on your system that you can't identify, don't open them. The really nasty stuff shows its face pretty quickly. I would consider making a backup of your important work now and removing the backup files from any connected device, just to be safe.