I am not sure I properly understand the scenario you would like to implement, thus I would like to ask you several questions about it.
1. Downloading a file assumes that the file will be saved somewhere on the client. What is the end goal you need to achieve? Where does the file come from? How would you like to preserve it? In case you would like to obtain the file and import it in RadSpreadProcessing, you could pass its data as byte or stream to the Import() method of XlsxFormatProvider
2. The console applications don't natively provide a UI. If we have more information about the scenario and the desired end goal here, we could suggest you an approach to achieve it. Could you please elaborate more?