If you want to backup your world or use the world in singleplayer, or on a different server, you can use these steps to download your world folder. Your world folder with contain your full world and all player data.
1. In the Control Panel, make note of your Custom Save Name in the Basic Server Settings
2. Open the File Manager
3. Navigate to /minecraft/
4. Right click the folder matching your Custom Save Name and click download.
5. The server will download the file in tar.gz format. You can use a program such as WinRar to extract it.