You don't need to be inside a PowerShell console to use these commands. You can invoke them directly from a traditional Command Prompt (cmd.exe) or a batch file by using the powershell -Command parameter.
If you cannot run a .ps1 file, bypass the execution policy from the standard Windows Command Prompt (cmd) to execute your download code: powershell 2.0 download file
PowerShell 2.0 relies on .NET Framework 2.0 or 3.5, which predates modern TLS protocol versions. When you attempt to download from a server that requires , the connection fails because the older .NET framework does not support these protocols by default. You don't need to be inside a PowerShell
The -ExecutionPolicy Bypass parameter helps circumvent the need for a signed script when running on a new system. When you attempt to download from a server
$WebClient = New-Object System.Net.WebClient $WebClient.DownloadFile("http://www.contoso.com/file.pdf", "C:\path\file.pdf")