These options can be found under the Favorite Activities tab, next to each favorite list:
If you use Lightroom, and are looking to download the images for further editing, you can also export the filenames to a "Lightroom Copy List", this will allow you to easily pull up these images in Lightroom directly and edit/export from there.
You can also copy these favorited images to a new Set or a new Collection in your account.
How does Favorite work?
How does my client access his/her favorited images?
How can I see what my clients have favorited?
Is there a way to load my client's Favorite list into Lightroom?