Hg 19 is human gene fasta

No, this is a human genome assembly, you can find human gene annotations and sequences in Ensembl: http://www.ensembl.org/index.html You need to get at least a sufficient level of understanding of your topic to be able to differentiate between genes, proteins and genomes, to solve your assignment.

however, there are many files, which file is human gene in this site?

None, see above

when i go to site below, it makes me confused that many animal under human in hg19, why?

These are alignments of the human genome against other genomes.

I think you actually want this file:

http://hgdownload.cse.ucsc.edu/goldenPath/hg19/bigZips/chromFa.tar.gz

chromFa.tar.gz - The assembly sequence in one file per chromosome. Repeats from RepeatMasker and Tandem Repeats Finder (with period of 12 or less) are shown in lower case; non-repeating sequence is shown in upper case.

This contain all the chromossomes from http://hgdownload.cse.ucsc.edu/goldenPath/hg19/chromosomes/

And its not human gene, I think you mean human genome