Yes, it's possible to download files from DBFS. To download the files

Files stored in /FileStore are accessible in your web browser at https://<databricks-instance-name>.cloud.databricks.com/files/.

For example, the file you stored in /FileStore/my-data-files/file.csv is accessible at:

"https://<databricks-instance-name>.cloud.databricks.com/files/my-data-files/file.csv"

Reference: https://docs.databricks.com/data/filestore.html