The phrase "down to" is used here because they brought Samson to Gaza which is lower in elevation than his home where they captured him.
# bound him with bronze shackles
"chained him with bronze shackles" or "tied him up using bronze shackles"
# shackles
locks on the end of chains that hold a prisoner at his feet or hands, or both
# turned the millstone
"pulled the millstone around in a circle"
# millstone
This is a very large, heavy, circular stone. Normally, a large animal pulls the millstone around in a circle to crush grain. Here the Philistines humiliate Samson by making him pull it.