I know things like images, music, videos support metadata. My idea is that I want to write a download manager that adds info to the files I download: the URL I downloaded it
In your case you should definitely use the NTFS alternate data streams as the information you want to attach would otherwise have to be supported by the downloaded file's format and you want to add this information to any file type.
Although you have to remember that information hidden in those streams may be lost when the file holding it is transferred over the network, to a non-NTFS flash drive or any other non-NTFS medium.