If you are using a Mac OS with Chrome browser version 65:
Chrome browser version 65 for Mac OS X (released 2018-03-18) no longer shows the default “Keep” option for saving downloaded files -- the browser only shows a “Discard” option.
To show the "Keep" option, first click Show All button on the right of the download bar ...
And in the Downloads screen click Keep.
From there you can choose "Show in Finder"
And then right-click and open the downloaded screenshare.jnlp file. When you right-click to open, Mac OS X will let you open the downloaded file.
We also put together a quick YouTube Video on how to do this: https://youtu.be/LnGIPwwBJjE.