There is a lot of stuff that we download every day: videos, photos, music files, etc. And when those are smaller files, generally downloading with web browser will do. However fetching files like AVI, MKV, MP3 can be a challenge.
You'll be surprised at how much easier and convenient it is to download files with a download manager, especially when your files are large and Internet connection may not be as stable as needed. Give Folx app a try, it is a free file download manager that has many handy features and filters and can catch downloads automatically.
There is also a PRO version of Folx distributed for a reasonable fee.