How to download a file from the Internet

uses
  URLMon, ShellApi;

function fn_DownloadFile(ASourceFile, ADestFile: String): Boolean;
begin
  try
    Result := UrlDownloadToFile(nil, PChar(ASourceFile), PChar(ADestFile), 0, nil) = 0;
  except
    Result := False;
  end;
end;


URLDownloadToFile function

https://docs.microsoft.com/en-us/previous-versions/windows/internet-explorer/ie-developer/platform-apis/ms775123(v=vs.85)?redirectedfrom=MSDN