You can download your world on the "worlds" page: https://aternos.org/worlds/
Just select a world and click on "Download". After that, a zip archive with your world will be automatically downloaded from your server.
Make sure to use your regular browser for the download and don't use any third-party tools or download managers.
If you use Spigot or Paper you have to merge your Nether/End into the main world. This article explains how to do this: Merge the Nether and The End into one world folder
Import worlds into Singleplayer
To use a downloaded world in Singleplayer mode, you first need to unpack the downloaded ZIP archive.
Minecraft: Java Edition
Move the resulting folder to the "saves" folder found inside your Minecraft installation folder. How to find your Minecraft installation is explained here: https://help.minecraft.net/hc/en-us/articles/4409159214605-Managing-Data-and-Game-Storage-in-Minecraft-Java-Edition-
Minecraft: Bedrock Edition
Move the resulting folder to the "minecraftWorlds" folder found inside your Minecraft installation folder. How to find your Minecraft Bedrock installation is explained here: https://minecraft.wiki/w/Com.mojang#Location