Vasy has given you a very accurate technical description of the process, but just in case your looking for a simple answer, I offer this.
To sum it up, bittorrent doesn’t download in “files”, rather in “pieces”. It’s a very good thing that it does it this way, if not then it wouldn’t be as popular as it is.
If you would rather download your data in files, then you should find an FTP site to get your files from. FTP is a direct download, server to peer. Because the files are often much larger (bittorrent piece is often much smaller then 1mb, where ftp files can be upto several gigabytes in size) Also, failed downloads often occur making it necessary to use compressed archives so you will find your movies and videos packed into several .rar files.
Additionally, FTP sites (at least the good ones) aren’t free.
Without realizing it, what your asking is for bitcomet to step back ten years in technology because you feel it’s more organized to download one file at a time rather then dozens or hundreds of tiny pieces at a time.
I’m doing my best to explain to you that this is a very bad idea.
If you insist you want one file at a time, you can start a torrent with only one file enabled, then move to the next when its complete, but doing this will take an extremely long time with slow speeds, and much data will need to be downloaded twice.
To say it is a bad idea is an understatement. The only time I’d recommend it is if you have no choice, like if you want to download an entire TV series that is 50gb in size and you only have room for 25gb. In that case you can download half, burn them to disc then download the second half, but expect the total download time to be much longer, and your not only making it less efficient for yourself, but for everyone you connect to.
In fact, it’s not a good idea to change priority on files at all. The best way to download is to set all files to normal.