Is there a built-in command for downloading a file using the command line on Windows? I know I can get cygwin and install wget, but I would like a solution that works on any windows PC.

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What is your source - FTP? Network share? – Blackbeagle May 6 '10 at 20:48
Given the specific wget mention, HTTP/S is a pretty fair assumption. – afrazier May 6 '10 at 20:50
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There's nothing for HTTP downloads on the command line built into Windows. You could script ftp.exe for, well, FTP downloads. You'll need a 3rd party program for HTTP though. No need to go all the way to installing Cygwin though, you can get curl or aria2.

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nothing built-in? well there's BITS; you might need to [grab bitscontrol from MSDN, but it is a Microsoft tool. i wouldn't be sure there isn't a way to script with VBscript or Powershell either (without any additional executable components that is). – quack quixote May 6 '10 at 22:04
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Take a look at Wget for Windows, it can do this and a whole lot more. No need for a cygwin installation.

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if you have powershell it can be done! doesn't matter what protocol ftp,http and even https!

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