A very convenient built-in way to download files, even with SSL connections, is Start-BitsTransfer. It also sports a progress bar that shows the actual download status. Here is a working sample:
$url = 'https://mars.nasa.gov/system/downloadable_items/41764_20180703_marsreport-1920.mp4' $OutFile = "$home\desktop\videoNasa2.mp4" Start-BitsTransfer -Source $url -Destination $OutFile -Priority Normal -Description 'NASA Movie'