Invoke-WebRequest can download files for you but may struggle with HTTPS URLs. To use SSL connections, you may have to change a default setting. Here is a working example:
$url = 'https://mars.nasa.gov/system/downloadable_items/41764_20180703_marsreport-1920.mp4' $OutFile = "$home\desktop\video.mp4" $AllProtocols = [Net.SecurityProtocolType]'Ssl3,Tls,Tls11,Tls12' [Net.ServicePointManager]::SecurityProtocol = $AllProtocols Invoke-WebRequest -OutFile $OutFile -UseBasicParsing -Uri $url