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.