I believe Juan meant how to download file from http:// type url.
The following code should get you started;
// NOT TESTED 🙂
$fp = fopen("http://www.website.com/file.zip","rb");
$file = fread($fp,10000);
fclose($fp);
$fp = fopen("file.zip","wb");
fwrite($fp,$file);
fclose($fp);
// END NOT TESTED 🙂
That is just some code that would open the file, then write it locally. Hope that can get you started.
-Josh