Imagine you have created a nice experiment. And then, you would like to give it to your teacher, a colleague, a student, etc. There are two different ways to do this:
Download the experiment: All experiments can be downloaded to your local harddrive and then later uploaded as well into a different account. Thus, you can download and send the downloaded experiment file to your friend.
Share the experiment: Instead of downloading and sending via email, there is an internal system of sending an experiment to another user. Just edit your experiment, and when you are ready, click the share button in the menu on the left. That sends the current state of the experiment to your friend. It only sends the state as it is then, and the other user does not have any further access to your experiment and will not see the changes you make. It is simply an internal way of sending an experiment.