PowerShell 3 and 4 include the Invoke-WebRequest (wget) to download a file from a URL.
A PowerShell 4 one liner to download a file from a URL is:
Invoke-WebRequest url -OutFile filename
Replace url with a string that has the full URL for the file and replace filename with a string containing the local file name. For example, to download get-pip.py I could do the following:
Invoke-WebRequest "https://raw.github.com/pypa/pip/master/contrib/get-pip.py" -OutFile "get-pip.py"
In PowerShell 2 you can use the following one liner to achieve the same.
(New-Object System.Net.WebClient).DownloadFile(url,filename)
For example, to download get-pip.py I could do the following:
(New-Object System.Net.WebClient).DownloadFile("https://raw.github.com/pypa/pip/master/contrib/get-pip.py","get-pip.py")
Optionally, if you are running Windows 7 you could switch to PowerShell 4 by installing Windows Management Framework 4.0.
