For example, I want to download bert-base-uncased on https://huggingface.co/models, but can't find a 'Download' link. Or is it not downloadable?
The models are automatically cached locally when you first use it.
So, to download a model, all you have to do is run the code that is provided in the model card (I chose the corresponding model card for bert-base-uncased).
At the top right of the page you can find a button called "Use in Transformers", which even gives you the sample code, showing you how to use it in Python. Again, for bert-base-uncased, this gives you the following code snippet:
from transformers import AutoTokenizer, AutoModelForMaskedLM
tokenizer = AutoTokenizer.from_pretrained("bert-base-uncased")
model = AutoModelForMaskedLM.from_pretrained("bert-base-uncased")
When you run this code for the first time, you will see a download bar appear on screen. See this post (disclaimer: I gave one of the answers) if you want to find the actual folder where Huggingface stores their models.