Yes, you can export your tree to a "Gedcom file", and then import the file to a purchased program like, roots Magic or legacy or ancestry. There are many programs and you will have to choose one that fits your needs, maybe one that is available in your language. Good Luck and God Bless you in your Research, Pam Whicker
Keep in mind - people dont have private trees here in Family Search Family Tree and the number of people we connect or relate to can literally (potentially) be in the millions - because it is combined with the records input by many other people.
There are some ways that you can accomplish what you ask about (within various constraints).
BUT FamilySearch , in and of itself - does NOT generate GEDCOM files for download.
However there are some third party applications - such as Roots Magic and Ancestry Quest - that can be used to down load data from FS (without technically creating a GEDCOM file)
BUT be very careful - with the phrase "my tree" - no one persons "owns" the data in FS family tree - and we can all view/edit/change - person record data for anyone who is deceased - no matter who input the data into the system - and the records are all (potentially) inter-related/connected.
we all are working collaboratively on a single massive billion record database.
Here are the instructions for how to download and use your Family Tree in Roots Magic: https://www.ongenealogy.com/how-to-export-a-familysearch-gedcom-with-rootsmagic/
Note however - if all you want to do is download the tree from FS to your local computer - and access the information - the above instructions from Glenn - will work great - but you can stop at step 13 in the instructions. you will be able to see all the family data you have downloaded after you complete step 13.
The only reason to proceed from step 14 on - is if you want to create GEDCOM so that in turn you can import it into some other (different ) program besides Rootsmagic .
BUT once you complete step13 - all that you have downlaoded will be in Rootsmagic (on your local PC) and there will not be any need for a GEDCOM - you wil be able to see all the data you have downloaded inside Rootsmagic - and if you need any "reporting" on the data you can generate that reporting from Rootsmagic - without the GEDCOM.