Since iOS 13, you can directly download files using Safari on your iPhone iPad. There’s a Downloads folder on iOS devices now like those with desktop browsers on computers. Tap on the direct link to music tracks, mp3, videos, books, documents and literally anything from the web to download the file in Safari. It will show a popup asking if you want to download the file. Tap on Download to start the process. A new Downloads button will show up in the toolbar. Tap on it to view all current downloads. You can delete downloads from here as well.
Change Downloads location on iPhone iPad
By default, Safari downloads files to the Downloads folder in iCloud Drive. You can switch the download location to a local folder on your iPhone or iPad. Head to Settings > Safari > Downloads.
You can change it from iCloud Drive to On My iPhone. This will switch to the Downloads folder on your local iPhone or iPad.