How to download a file from a URL in C#?

using (var client = new WebClient())
{
    client.DownloadFile("http://example.com/file/song/a.mpeg", "a.mpeg");
}

Include this namespace

using System.Net;

Download Asynchronously and put a ProgressBar to show the status of the download within the UI Thread Itself

private void BtnDownload_Click(object sender, RoutedEventArgs e)
{
    using (WebClient wc = new WebClient())
    {
        wc.DownloadProgressChanged += wc_DownloadProgressChanged;
        wc.DownloadFileAsync (
            // Param1 = Link of file
            new System.Uri("http://www.sayka.com/downloads/front_view.jpg"),
            // Param2 = Path to save
            "D:\\Images\\front_view.jpg"
        );
    }
}
// Event to track the progress
void wc_DownloadProgressChanged(object sender, DownloadProgressChangedEventArgs e)
{
    progressBar.Value = e.ProgressPercentage;
}

Use System.Net.WebClient.DownloadFile:

string remoteUri = "http://www.contoso.com/library/homepage/images/";
string fileName = "ms-banner.gif", myStringWebResource = null;

// Create a new WebClient instance.
using (WebClient myWebClient = new WebClient())
{
    myStringWebResource = remoteUri + fileName;
    // Download the Web resource and save it into the current filesystem folder.
    myWebClient.DownloadFile(myStringWebResource, fileName);        
}

using System.Net;

WebClient webClient = new WebClient();
webClient.DownloadFile("http://mysite.com/myfile.txt", @"c:\myfile.txt");