Check the below code.

Before clicking the Download Button, We can set the Download Behaviour of the Client when launching the Browser Instance. This way you don't have to click on the Save As button.

  await page._client.send("Page.setDownloadBehavior", {
    behavior: "allow",
    downloadPath: downloadPath,
  });

Here is the Complete code:

const puppeteer = require("puppeteer");
const path = require("path");
const downloadPath = path.resolve("./download");

async function fileDownload() {
  const browser = await puppeteer.launch({
    headless: false,
  });

  const page = await browser.newPage();
  await page.goto("https://unsplash.com/photos/_jHJce5uI7I", {
    waitUntil: "networkidle2",
  });

  await page._client.send("Page.setDownloadBehavior", {
    behavior: "allow",
    downloadPath: downloadPath,
  });
  await page.click(".wl5gA ");
}

fileDownload();

It creates a directory called download based on the path I have given.