You already have a download part. Assuming this is a bootable Windows EXE, after downloading it, you can start it using Process.Start .
Edit: This question seems to give some ideas on how to do this. Basically, you create an HttpWebRequest using the URL of the directory you have, and then you have to parse what is returned here to get a list of the files contained in this directory (which can be just one file). After that, you can download this file in the usual way.
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