Is there a way to download a file using CMD, VBS, or Powershell from a url

I need a small script to download some programs. The URL's never change but the files do. Like when you download malwarebytes.

Example: "https://downloads.malwarebytes.com/file/mbam_current/"

The address doesnt change but the file name downloaded does. Every script i see, requires that you specify a file name. I dont want to do that, I want the script to pull the filename from the sites header which would include the version name of that file in that filename. I cant seem to find any way of doing this. Please help me o wonderful smart people.

It needs to work on any version of Windows 7 and up.

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