Downloads the zip file to a directory you specify on your machine.
link[httr]{write_disk} is used internally to write the zip file to disk.
This function only downloads the file. See occ_download_import to open a
downloaded file in your R session. The speed of this function is of course proportional
to the size of the file to download. For example, a 58 MB file on my machine
took about 26 seconds.