save/capture downloaded installation files from online set up programs

[fallendaemon]

Looking for a way to save/capture downloaded installation files from online set up programs such as .exe,.msi excetera rather than install them or at the very least to save the installation files for future use rather than having to go back online to download them again from their setup files. Hopefully there is a program or at the very least a tech trick that will allow me to do this.
Addendum: what I'm referring to is what happens when you download a file such as comodo CIS installation file and when you run the file, it starts to download the actual installation files of the program from the web. It is these files I wish to capture and save for later use as standard installation files not the downloader online file that is downloading these files for installation.

 

[Neemobeer]

The default location is C:\Users\<username>\Downloads

 

[nmsuk]

As an example download full install packages and not the web setups. You then have them stored in your downloads.