What I mean is you can’t download any publicly available file on internet because of browser policies. The server hosting the file has to allow the requester (here a website under a WeWeb domain or a custom domain name) to download it.
For exemple you can use the download from url with suapabse stored file because it mean to be. But maybe the service hosting your file (behind the url) doesnt allow the file to be downloaded from another domain. For this kind of files the only way to download them is to open them in another tab, because then it will be open from the source domain.