Because the software is already on your system, you essentially "download" it into your virtual machine (VM) by mounting a virtual CD image:
:If you need the actual file to move it manually, you can find it in your VirtualBox installation directory: download virtualbox guest additions
Launch VBoxWindowsAdditions.exe (or VBoxWindowsAdditions-amd64.exe for 64-bit systems). Click through the installation wizard prompts. Because the software is already on your system,