I lost a file which is still available in the library inside the DevOps Library. Is there a way to save a local copy somehow? It's still possible to use in a pipeline, but I have no idea to get it to my local computer.
You can use the Download Secure File task to download the file in the pipeline and then use Publish Build Artifacts task to publish the file as build artifacts.
See below when downloading using Download Secure File:
Once downloaded, use the name value that is set on the task (or "Reference name" in the classic editor) to reference the path to the secure file on the agent machine. For example, if the task is given the name mySecureFile, its path can be referenced in the pipeline as $(mySecureFile.secureFilePath)
So in the Publish Build Artifacts task set the Path to publish
to $(mySecureFile.secureFilePath)
Then you can download the file from the build summary page by clicking the related artifacts. See below: