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To download a file over http from a website using python you can use standard python module "urllib".
Suppose you want to download "python-3.7.4-embed-amd64.zip" from python.org website to "C:\\Downloads" location, the following code would do
import urllib.request
url = "https://www.python.org/ftp/python/3.7.4/python-3.7.4-embed-amd64.zip"
download_location = "C:\\Downloads"
urllib.request.urlretrieve(url, download_location + "/python-3.7.4-embed-amd64.zip")
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