install a file from internet with command prompt

C++
inside cmd:
>powershell -c "Invoke-WebRequest -Uri 'https://www.website.com/file.extension' -OutFile 'drive:\path\file.extension'"

inside powerchell:
>Invoke-WebRequest -Uri 'https://www.website.com/file.extension' -OutFile 'drive:\path\file.extension'
Source

Also in C++: