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In every browser you can enter the settings and use the search at the top to search for “Downloads” which will also find the option “Ask where to save each file before downloading” which you can activate.
Chrome
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You can find the option “Ask where to save each file before downloading” and activate it in “Settings->Advanced->Downloads” or using this address “chrome://settings/downloads”
Edge
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You can find the option “Ask me what to do with each download” and activate it in “Settings->Downloads” or using this address “edge://settings/downloads”
Firefox
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You can find the option “Always ask you where to save files” and activate it in “Settings->General” when you scroll down