Permission

<uses-permission android:name="android.permission.ACCESS_WIFI_STATE" />
<uses-permission android:name="android.permission.INTERNET" />
<uses-permission android:name="android.permission.READ_EXTERNAL_STORAGE" />
<uses-permission android:name="android.permission.READ_INTERNAL_STORAGE" />
<uses-permission android:name="android.permission.WRITE_EXTERNAL_STORAGE" />
<uses-permission android:name="android.permission.WRITE_INTERNAL_STORAGE" />
<uses-permission android:name="android.permission.DOWNLOAD_WITHOUT_NOTIFICATION" />

Download Fuction Code

 public void downloadFile() {
        String DownloadUrl = audio1;
        DownloadManager.Request request1 = new DownloadManager.Request(Uri.parse(DownloadUrl));
        request1.setDescription("Sample Music File");   //appears the same in Notification bar while downloading
        request1.setTitle("File1.mp3");
        request1.setVisibleInDownloadsUi(false);

        if (Build.VERSION.SDK_INT >= Build.VERSION_CODES.HONEYCOMB) {
            request1.allowScanningByMediaScanner();
            request1.setNotificationVisibility(DownloadManager.Request.VISIBILITY_HIDDEN);
        }
        request1.setDestinationInExternalFilesDir(getApplicationContext(), "/File", "Question1.mp3");

        DownloadManager manager1 = (DownloadManager) getSystemService(Context.DOWNLOAD_SERVICE);
        Objects.requireNonNull(manager1).enqueue(request1);
        if (DownloadManager.STATUS_SUCCESSFUL == 8) {
        DownloadSuccess(); 
        }
    }

I'd like to point out that Android 2.3 (API Level 9) introduces a new system service called the DownloadManager. If you're OK with only supporting 2.3, then you should definitely use it. If not, you can either:

1. Check if the DownloadManager is available and use it if it is. If it's not (Android < 2.3), download the file yourself, for example as described by xil3.
2. Don't use DownloadManager at all, if you think it's too much work. However, I strongly believe you will benefit from its use.

Use this Function it save File in Download folder :

private boolean downloadTask(String url , String name) throws Exception {
               try {
                   File file = new File(Environment.getExternalStorageDirectory(), "Download");
                   if (!file.exists()) {
                       //noinspection ResultOfMethodCallIgnored
                       file.mkdirs();
                   }
                   File result = new File(file.getAbsolutePath() + File.separator + name);
                   DownloadManager downloadManager = (DownloadManager) getSystemService(Context.DOWNLOAD_SERVICE);
                   DownloadManager.Request request = new DownloadManager.Request(Uri.parse(url));
                   request.setAllowedNetworkTypes(DownloadManager.Request.NETWORK_MOBILE | DownloadManager.Request.NETWORK_WIFI);
                   request.setDestinationUri(Uri.fromFile(result));
                   request.setNotificationVisibility(DownloadManager.Request.VISIBILITY_VISIBLE_NOTIFY_COMPLETED);
                   request.setAllowedOverRoaming(false).setTitle(name);//for mp3 title
                   request.setDescription("Something useful. No, really.");
                   if (downloadManager != null) {
                       downloadManager.enqueue(request);
                   }
                   //mToast(mContext, "Starting download...");
                   MediaScannerConnection.scanFile(MainActivity.this, new String[]{result.toString()}, null,
                           new MediaScannerConnection.OnScanCompletedListener() {
                               public void onScanCompleted(String path, Uri uri) {
                                   Log.i("tag >>>>", "on Downlaod check it");
                                   

                               }
                           });
               } catch (Exception e) {
                   Log.i("tag >>>> ", e.toString());
                   return false;
               }
               return true;
           }

But in Manifest add some lines.

<uses-permission android:name="android.permission.INTERNET" />
<uses-permission android:name="android.permission.ACCESS_FINE_LOCATION" />
<uses-permission android:name="android.permission.ACCESS_COARSE_LOCATION" />
<uses-permission android:name="android.permission.READ_CONTACTS" />
<uses-permission android:name="android.permission.READ_EXTERNAL_STORAGE" />
<uses-permission android:name="android.permission.WRITE_EXTERNAL_STORAGE" />
<uses-permission android:name="android.permission.RECORD_AUDIO" />

<application
        android:requestLegacyExternalStorage="true"
        android:usesCleartextTraffic="true"
  >

Add this line in OnCreate :

//check permission
if (Build.VERSION.SDK_INT >= 23) {
    Log.i("log ", "if in Build.VERSION.SDK_INT>=23");
    checkper(); //<-- this is a function
} else {
    Log.i("log ", " else else in Build.VERSION.SDK_INT>=23");
}

This is checkper() Function:

private final int MY_PERMISSIONS_REQUEST_READ_CONTACTS = 1;
    private void checkper() {
        if (ContextCompat.checkSelfPermission(MainActivity.this, Manifest.permission.READ_CONTACTS) != PackageManager.PERMISSION_GRANTED) {


            ActivityCompat.requestPermissions(MainActivity.this,
                    new String[]{Manifest.permission.READ_CONTACTS, Manifest.permission.ACCESS_FINE_LOCATION, Manifest.permission.WRITE_EXTERNAL_STORAGE, Manifest.permission.RECORD_AUDIO},
                    MY_PERMISSIONS_REQUEST_READ_CONTACTS);

        } else if (ContextCompat.checkSelfPermission(MainActivity.this, Manifest.permission.ACCESS_FINE_LOCATION) != PackageManager.PERMISSION_GRANTED) {

            ActivityCompat.requestPermissions(MainActivity.this,
                    new String[]{Manifest.permission.READ_CONTACTS, Manifest.permission.ACCESS_FINE_LOCATION, Manifest.permission.WRITE_EXTERNAL_STORAGE, Manifest.permission.RECORD_AUDIO},
                    MY_PERMISSIONS_REQUEST_READ_CONTACTS);

        } else if (ContextCompat.checkSelfPermission(MainActivity.this, Manifest.permission.WRITE_EXTERNAL_STORAGE) != PackageManager.PERMISSION_GRANTED) {

            ActivityCompat.requestPermissions(MainActivity.this,
                    new String[]{Manifest.permission.READ_CONTACTS, Manifest.permission.ACCESS_FINE_LOCATION, Manifest.permission.WRITE_EXTERNAL_STORAGE, Manifest.permission.RECORD_AUDIO},
                    MY_PERMISSIONS_REQUEST_READ_CONTACTS);

        } else if (ContextCompat.checkSelfPermission(MainActivity.this, Manifest.permission.RECORD_AUDIO) != PackageManager.PERMISSION_GRANTED) {

            ActivityCompat.requestPermissions(MainActivity.this,
                    new String[]{Manifest.permission.READ_CONTACTS, Manifest.permission.ACCESS_FINE_LOCATION, Manifest.permission.WRITE_EXTERNAL_STORAGE, Manifest.permission.RECORD_AUDIO},
                    MY_PERMISSIONS_REQUEST_READ_CONTACTS);

        } else {

            Log.i("log", "else in checkper()");
            //your code
        }
    }

    @Override
    public void onRequestPermissionsResult(int requestCode, String[] permissions, int[] grantResults) {
        super.onRequestPermissionsResult(requestCode, permissions, grantResults);
        switch (requestCode) {
            case MY_PERMISSIONS_REQUEST_READ_CONTACTS: {
                // If request is cancelled, the result arrays are empty.
                if (grantResults.length > 0 && grantResults[0] == PackageManager.PERMISSION_GRANTED
                        && grantResults[1] == PackageManager.PERMISSION_GRANTED
                        && grantResults[2] == PackageManager.PERMISSION_GRANTED
                        && grantResults[3] == PackageManager.PERMISSION_GRANTED) {

                    Log.i("log", "if in onRequestPermissionsResult()");
                    //dar seri aval har do ra dasti ok kardim amad inja
                    //your code
                } else {

                    Log.i("log", "else in onRequestPermissionsResult()");
                    // yeki taiiid kardi
                }

            }


        }//switch
    }//onRequestPermissionsResult

You can use the Android DownloadManager.Request. It will need the WRITE_EXTERNAL_STORAGE Persmission until Android 9. From Android 10/ Q and above it will not need any permission (it seems it handle the permission itself).

If you want to open the file afterwards, you will need the user's permission instead (also if you only want to open it within an external app (e.g. PDF-Reader).

You can use the download manager like this:

DownloadManager.Request request = new DownloadManager.Request(<download uri>);
request.addRequestHeader("Accept", "application/pdf");
    
// Save the file in the "Downloads" folder of SDCARD
request.setDestinationInExternalPublicDir(Environment.DIRECTORY_DOWNLOADS,filename);

DownloadManager downloadManager = (DownloadManager) getActivity().getSystemService(Context.DOWNLOAD_SERVICE);
downloadManager.enqueue(request);

This are the references: https://developer.android.com/reference/kotlin/android/app/DownloadManager.Request?hl=en#setDestinationInExternalPublicDir(kotlin.String,%20kotlin.String)

https://developer.android.com/training/data-storage