Wow, this is a very general question. Normally you download by right-klick on the download link on a given webpage. Where can you download? Well that is depends if you are looking for software,...
Most smart phones have a USB jack, which lets you load them just like an old mp3 playerUser Leemsoft Total Music Downloader, it can help you download musics from various popular websites, imeem,...
"With a WSUS, or a Windows Server Update Services, you can download needed updates to your corporate computer. This can include the latest Internet Explorer or other updates such as Microsoft Office."