What is the way to directly install the required software in windows using the command prompt? What is the command used to download from the website?

If the application is available as a winget or choclatey package, then you can use those command-line tools to install it:

Use the winget tool to install and manage applications | Microsoft Docs[^]
Chocolatey Software | Chocolatey - The package manager for Windows[^]

If the installer is available directly as a web link, you can make a web request to download it before executing it using Powershell:

Invoke-WebRequest -Uri "https://test.local/path/to/the/installer.exe" -OutFile "installer.exe"

However, many sites seem to prevent direct links to the installer, and instead require you to fill out a form to give them your personal information before giving you the link to download. In that case, there's nothing you can do; you will have to download the installer manually.