Thanks for the feedback folks, it did help. Below is my working solution.
protected static async Task DownloadDocument(ILocator locator, string FileName)
{
Console.WriteLine(GetTheCurrentMethod());
var waitForDownloadTask = Page.WaitForDownloadAsync();
await locator.ClickAsync();
var download = await waitForDownloadTask;
await download.SaveAsAsync($"{DownloadPath}\\{FileName}");
}