If you want to take your world from the server and load it in singleplayer, you can do so with these easy steps. However, if you are running a modpack through CurseForge, Modrinth or any other Minecraft modpack launcher, the location of your saves folder on your computer may vary from launcher to launcher. These steps only cover how to load it into the default Minecraft folder, so be sure to check that you're loading it into the correct saves folder if you are using a launcher other than the regular Minecraft launcher.
1. Open the File Manager
2. Navigate to /minecraft/
3. Locate your save folder. This will be named the same as the Custom Save Name in the Basic Server Settings
4. Right click this folder and click Download
5. This folder will download as a .tar.gz
archive. You can use WinRar or 7zip to extract it.
6. Press ⊞ Win + R
on your keyboard.
7. In the run box, type %appdata%\.minecraft\saves\
8. In the opened folder, drag your world folder here.
9. Now when you load into Minecraft, you'll see the world.