Using curl (?) to automatically save and name files

[idy]

Hello !

I would be very grateful if you could help me on the following issue :

I am making several requests on a website to download files. However, the browser constantly asks me what to do with the files (open/save/cancel).
I would like to automatically
1) save the file to a specific folder ;
2) and save it with a specific name.

Is this possible ?
I was told the cURL functions could help but I don't have a clue in how to use them.

I tried

$ch = curl_init(); 
curl_setopt($ch, CURLOPT_URL, 'c:/test.txt'); 
echo $content = curl_exec ($ch); 
curl_close ($ch);

but it didn't work out. Any clue ?
Thanks.