Hey @Biji, you could use the win_get_url module for downloading files on windows target.
According to the documentation, win_get_url is used to downloads files from HTTP, HTTPS, or FTP to the remote server. The remote server must have direct access to the remote resource.
example:
- name: Download blah.jpg to specified path
win_get_url:
url: http://www.something.com/blah.jpg
dest: C:\Users\User\blahe.jpg