How can a user with the short name anna exclude the /Users/anna/Downloads/ folder from Time...

Open Time Machine, choose Preferences from the Time Machine menu, click the Exclusions tab, click the Add (+) button, navigate to the /Users/anna/Downloads/ folder, and click Submit.

Open the Time Machine pane of System Preferences, click Options, and add the /Users/anna/Downloads/ folder to the list of excluded items.

Control-click the anna account's Downloads folder in the Finder, click the Sharing and Permissions disclosure button, click the Add (+) button, add the Time Machine user to the list of users, and set the Time Machine user's access to "No Access."

In Terminal, execute the command sudo defaults write /Library/Preferences/com.apple.TimeMachine

excludedFolders -array-add /Users/anna/Downloads.