Thanks to ApexNinjas

The default method of downloading an Interactive Report is clicking on the Action button, then the Download button and then selecting the desired format.

For the CSV report download format:

The download link will be:


For the the HTML report download format:

The download link will be:


The download link structure is:


The Interactive Report download link structure contains the following substitution strings:

app_id is the application id
page_id is the page id
session_id is the session id
format is the download format: CSV or HTMLD

To create a custom download link at the bottom of the Interactive Report for direct CSV download, follow these steps.

1. Create a button in the Interactive Report region.
2. Place it on the bottom of the region, aligned right, and for Action select Redirect to URL.
3. Set the URL to: http://localhost:8080/apex/f?p=&APP_ID.:&APP_PAGE_ID.:&SESSION.:CSV:

The button will be created under the Interactive Report.
Clicking it will directly open the web browser’s download window: