How to download of files through http command line?

Solution 1:

If you have PowerShell installed...

(New-Object System.Net.WebClient).DownloadFile("http://icanhazip.com/","icanhazip.txt")

Solution 2:

you use curl also: http://curl.haxx.se/docs/manpage.html

something like

curl -O http://domain.com/file.gz

should work