Main.java

import java.io.BufferedReader;
import java.io.File;
import java.io.FileInputStream;
import java.io.FileOutputStream;
import java.io.IOException;
import java.io.InputStream;
import java.io.InputStreamReader;
import java.io.OutputStream;
import java.io.OutputStreamWriter;
import java.net.HttpURLConnection;
import java.net.URL;


public class Main {
	public static void main(String[] args) throws IOException {
		String url = "https://ap1.salesforce.com/services/apexrest/FileDownloadService";
		
		URL obj = new URL(url);
		HttpURLConnection con = (HttpURLConnection) obj.openConnection();

		// optional default is GET
		con.setRequestMethod("GET");

		//add request header
		con.setRequestProperty("Authorization", "Bearer <sessionid>");

		int responseCode = con.getResponseCode();
		System.out.println("\nSending 'GET' request to URL : " + url);
		System.out.println("Response Code : " + responseCode);

		con.getInputStream();
		InputStream is = con.getInputStream();

	    OutputStream outstream = new FileOutputStream(new File("myfile.pdf"));
	    byte[] buffer = new byte[4096];
	    int len;
	    while ((len = is.read(buffer)) > 0) {
	        outstream.write(buffer, 0, len);
	    }
	    outstream.close();
		System.out.println("File got created");
	}

}