How to download a file from a website via terminal?

Open terminal and type

wget "http://domain.com/directory/4?action=AttachFile&do=view&target=file.tgz" 

to download the file to the current directory.

wget  -O /home/omio/Desktop/ "http://thecanadiantestbox.x10.mx/CC.zip"

will download the file to /home/omio/Desktop