How to save/download a new private key in EC2

Hello, everyone! I just started learning AWS today and already created my first EC2 instance. I tried to create a key pair, but unfortunately I don't see a way to save a private key that I could use to connect to my EC2 instance via SSH. I can create key pairs at EC2 > Network and Security > Key Pairs. On that page I only see the "Actions" drop-down list and the "Create key pair" orange button. When I click on "Create key pair" I can only enter key name, type, file format and create a tag. When I click on "Create key pair" it creates a key and doesn't offer me an option to save/download it. On this page they mention I could save the key, but it seems the information on that page may be inaccurate: https://docs.aws.amazon.com/servicecatalog/latest/adminguide/getstarted-keypair.html. Please tell me how to download the private SSH key? Thanks in advance!