If you want to join your census or NHS data to shapefiles, download the data in a dBase file. DBase files join much more easily with shapefiles than CSV or Excel files from this site: we've pulled our hair out trying to join those formats and want to save you the trouble.
Once you are happy with your selection, press the “Submit Query” button.
The final step is to actually download the files by clicking on the yellow links. Be sure to either download the header file or write down the column names in the (e.g.: COL0 is the GEO UID, which is the ID numbers for the selected geography), otherwise, you will not have a record of which data is contained in each column.