If you have reached Step 8 Finalizing, sub-step Download files then you have reached the end of the Sprintax process, however that does not mean that your returns were filed by Sprintax.
The next steps for you are to download your tax returns and submit them to the US tax authorities.
Each tax form is located in a PDF file that also contains the complete filing instructions on how to submit your tax return to the tax office. Please download your returns, review them and submit them in accordance to the instructions which can be generally found on the first few pages of the PDF file.
Fortunately, you may not have to physically mail your Federal tax return like the rest of your tax forms as the 1040-NR Federal income tax return can be submitted online as long as you're eligible to do so.
If you see the 'Proceed with e-file' option in the beginning of Step 8 Finalizing, sub-step Download files that means that you meet the necessary criteria to submit your Federal return online. If you decide to e-file it and the IRS accepts it, you will not have to mail it.
Important: In case you do not see the e-file option, please click here to double-check your eligibility.
Info: You can read all about e-filing with Sprintax here.