Are you trying to download an email from the Gmail website? If so, how did you go about doing it? You might download an email in the Gmail website by clicking the three dots in the corner of the email once its opened (see example). This should download in a .eml file which has an envelope icon.
The icon you posted looks like a .webloc file, which is basically a shortcut to a website or a bookmark but is not a download. Did you drag the URL from the address bar to the dock?