Linux Command Downloading a file

So many articles talk about downloading a tar file or some file onto linux.
But how do you get it there?

Example:
lwp-download http://www.perl.com/CPAN/src/latest.tar.gz

Trying to get yum, so I can then get apt-get.

YUM Install on Hosted CentOS 4.4 (the virtual type of hosted OS)
(Didn't work, don't bother...)

lwp all these files to a tmp directory.

lwp-download
http://mirror.centos.org/centos/4/os/SRPMS/yum-2.4.3-4.el4.centos.src.rpm

lwp-download
http://mirror.centos.org/centos/4/os/SRPMS/python-sqlite-1.1.7-1.2.1.src.rpm

lwp-download http://mirror.centos.org/centos/4/os/SRPMS/sqlite-3.3.6-2.src.rpm

lwp-download http://mirror.centos.org/centos/4/os/SRPMS/python-elementtree-1.2.6-5.el4.centos.src.rpm

lwp-download http://mirror.centos.org/centos/4/os/SRPMS/python-urlgrabber-2.9.8-2.src.rpm

From that tmp directory: rpm -Uvh *.rpm

IMPORTANT:
Open /etc/yum.conf with your favourite editor and add the following line to the end of the [main] section:

exclude=kernel*

This will prevent yum from installing packages beginning with kernel and so your VPS kernel is safe from being overwritten.