C# Detecting an attempt to download a file

Question

Hello to everyone - Just getting started on things and I hope to be able to answer some questions you may have at some point, but for now I just have a ton of questions.
Thanks in advance for any answers.

I'm in need of knowing how to detect through C# if something is attempting to download something to my computer.
For example.  If I see a new program that I like, (Firewall, Antivirus....) and I click download, is there a way to detect that attempt to download after I click it?
I see the download box coming up, but would love to know the network side of my pc.

Thanks so much and I can certainly clarify if need be.

Good day