You cannot use DownloadManager to download directly to your app's portion of internal storage. You will need to use OkHttp or some other in-process HTTP client API.

For download you have to use async task.

like in this example I am downloading mutliple file it can be PDF, Image etc

class DownloadFileAsync(paths: Array<String?>, listener: AsyncResponse?, size: Int) : AsyncTask<String, String, Array<String?>>() {
    private val listener: AsyncResponse? = listener
    var current = 0
    var paths: Array<String?>
    val downPaths = arrayOfNulls<String>(size)

    lateinit var fpath: String
    var show = false


    init {
        this.paths = paths
    }


    protected override fun onPreExecute() {
        super.onPreExecute()
    }

    protected override fun doInBackground(vararg aurl: String): Array<String?> {
        val rows = aurl.size
        while (current < rows) {
            var count: Int
            try {
                println("Current: " + current + "\t\tRows: " + rows)
                fpath = getFileName(this.paths[current]!!)
                val url = URL(this.paths[current])
                val conexion = url.openConnection()
                conexion.connect()
                val lenghtOfFile = conexion.getContentLength()
                val input = BufferedInputStream(url.openStream(), 512)
                val file = File(Environment.getExternalStorageDirectory().path.plus(File.separator).plus(fpath))
                downPaths.set(current, file.absolutePath)
                if (!file.exists()) file.createNewFile()
                val output = FileOutputStream(file)
                val data = ByteArray(512)
                var total: Long = 0
                while (true) {
                    count = input.read(data)
                    if (count == -1) break
                    total += count
                    output.write(data, 0, count)
                }


                show = true
                output.flush()
                output.close()
                input.close()
                current++
            } catch (e: Exception) {
                Log.d("Exception", "" + e)
            }
        } // while end
        onPostExecute(downPaths)
        return downPaths
    }

    override fun onProgressUpdate(progress: Array<String?>) {

    }

    override fun onPostExecute(result: Array<String?>) {
        listener?.processFinish(result)
    }

    private fun getFileName(wholePath: String): String {
        var name: String? = null
        val start: Int
        val end: Int
        start = wholePath.lastIndexOf('/')
        end = wholePath.length //lastIndexOf('.');
        name = wholePath.substring((start + 1), end)
        return name
    }
}

After that I am geting the call back of file path via interface listener?.processFinish(result)

Your path is only valid for your app. Place the file in a place where other apps can 'see' it. Use GetExternalFilesDir() or getExternalStorageDirectory().

The possible reason is the folder in which you want to does not exist. First check if it exist. Create it if not. Then create fileoutputstream and write to it.

Please take a look at this link.

It Contains an example of your requirement. Below there is a summary of the information in the link.

First step declaring persmissions in AndroidManifest.xml

<uses-permission android:name="android.permission.INTERNET"></uses-permission>
<uses-permission android:name="android.permission.WRITE_EXTERNAL_STORAGE"></uses-permission>

Create a downloader class

public class Downloader {

    public static void DownloadFile(String fileURL, File directory) {
        try {

            FileOutputStream f = new FileOutputStream(directory);
            URL u = new URL(fileURL);
            HttpURLConnection c = (HttpURLConnection) u.openConnection();
            c.setRequestMethod("GET");
            c.setDoOutput(true);
            c.connect();

            InputStream in = c.getInputStream();

            byte[] buffer = new byte[1024];
            int len1 = 0;
            while ((len1 = in.read(buffer)) > 0) {
                f.write(buffer, 0, len1);
            }
            f.close();
        } catch (Exception e) {
            e.printStackTrace();
        }

    }
}

Finally creating an activity which downloads the PDF file from internet,

public class PDFFromServerActivity extends Activity {
    @Override
    public void onCreate(Bundle savedInstanceState) {
        super.onCreate(savedInstanceState);
        setContentView(R.layout.main);
        String extStorageDirectory = Environment.getExternalStorageDirectory()
        .toString();
        File folder = new File(extStorageDirectory, "pdf");
        folder.mkdir();
        File file = new File(folder, "Read.pdf");
        try {
            file.createNewFile();
        } catch (IOException e1) {
            e1.printStackTrace();
        }
        Downloader.DownloadFile("http://www.nmu.ac.in/ejournals/aspx/courselist.pdf", file);

        showPdf();
    }
    public void showPdf()
        {
            File file = new File(Environment.getExternalStorageDirectory()+"/pdf/Read.pdf");
            PackageManager packageManager = getPackageManager();
            Intent testIntent = new Intent(Intent.ACTION_VIEW);
            testIntent.setType("application/pdf");
            List list = packageManager.queryIntentActivities(testIntent, PackageManager.MATCH_DEFAULT_ONLY);
            Intent intent = new Intent();
            intent.setAction(Intent.ACTION_VIEW);
            Uri uri = Uri.fromFile(file);
            intent.setDataAndType(uri, "application/pdf");
            startActivity(intent);
        }
}

if you're downloading files from firebase storage try this code

private void getFileUrl(){
StorageReference storageReference = FirebaseStorage.getInstance().getReference().child("your file name as is from firebase storage");
    storageReference.getDownloadUrl().addOnSuccessListener(uri -> {
        String url = uri.toString();
        downloadFile(getContext(), "your file name", "file extension", DIRECTORY_DOWNLOADS, url);
        mProgressBar.hide();
    }).addOnFailureListener(e -> {
        mProgressBar.hide();
        ToastUtil.toastLong(getContext(), "something went wrong " + e.getMessage());
    });
}


private void downloadFile(Context context, String fileName, String fileExtension, String destinationDirectory, String url) {

    DownloadManager downloadmanager = (DownloadManager) context.
            getSystemService(Context.DOWNLOAD_SERVICE);
    Uri uri = Uri.parse(url);
    DownloadManager.Request request = new DownloadManager.Request(uri);

    request.setNotificationVisibility(DownloadManager.Request.VISIBILITY_VISIBLE_NOTIFY_COMPLETED);
    request.setDestinationInExternalFilesDir(context, destinationDirectory, fileName + fileExtension);

    downloadmanager.enqueue(request);
}

let me know if it works.