Figures of speech are words used in a non-literal sense. In this poem, Frost is using literary devices or figures of speech to try to make a larger point about life. When he says, for instance, that he "thinks" he knows these woods, the word "thinks" suggests he doesn't really know them at all, for all that he passed them a thousand times. Of course, in a literal sense he knows them as a familiar landmark. The poem, however, is suggesting a different, deeper kind of knowing beyond the literal that only emerges when we take the time to stop and really see a scene we might have passed too many times to count.
"Downy flake" is a figure of speech. The flakes of snow falling are not literally made of down or soft bird feathers. They are made of frozen water. But by likening them to down, the narrator is trying to convey a sense of the dreamy beauty of the scene.
Likewise, in a literal sense, it is simply a waste of words to repeat the last line of the poem: "And miles to go before I sleep." Why would he do that? We have already heard the line. Repeating it, however, is a literary device. The poet doesn't have any reason to do this, except that he is trying to communicate a deeper truth. He repeats the lines, perhaps to indicate how very unwilling he is to leave a beautiful scene. He also repeats the line to emphasize, perhaps, that life's most important moments are found in the spaces between more "important" tasks.