How I can force Safari App to download a file in local machine? just wondering if in Safari 9.0.1 is possible force a file to download. With images is easy, right clock and "Save Image as..." but for files like svg, and other non visualizable files is hard to find a solution.

In the past a download window was always available, but now apparently not]1
You can hold Alt (Option) down and click on the link to download the linked file (this is similar to the functionality found in Chrome). This will generally use the file name as supplied by the website.

You can also use the context menu ("right click" or Ctrl click) and select the "Download  Linked File" or "Download Linked File As..." as required.