You can tap into the wealth of .NET methods easily. Use New-Object to instantiate a new .NET class, and off you go. For example, instantiate an instance of Net.WebClient and you can enable your PowerShell scripts to download files from the Internet:
$object = New-Object Net.WebClient
$url = 'http://download.microsoft.com/download/4/7/1/47104ec6-410d-4492-890b-2a34900c9df2/Workshops-EN.zip'
$local = "$homepowershellworkshop.zip"
$object.DownloadFile($url, $local)
This will download a great PowerShell workshop from Microsoft to your home folder. Unfortunately, the simple DownloadFile() method does not provide a progress indicator so depending on your Internet connection, it may take a couple of minutes until the command is processed.