Coming from here:
Basic http file downloading and saving to disk in python?
Is there any possibility to save the file in any folder? I tried this but i get error
The directory /myfolder/file.gz doesn't available in your server or pc. Make a real file path which exists in your pc or server. For example:
/myfolder/file.gz
./file.gz file.gz
This will save the file from where you are running your script. In other words, in the same location to your python script.