download_files.py

import requests

url = "https://www.w3.org/WAI/ER/tests/xhtml/testfiles/resources/pdf/dummy.pdf"

def download(url):
    # Send a request to the given url
    response = requests.get(url, allow_redirects=True)
    # Extract the file extension
    extension = url.split('.')[-1]
    # Save the file locally
    with open(f'new_file.{extension}', 'wb') as file:
        file.write(response.content)

download(url)