Wget is a tool for unix systems that allow for the downloading of files and even entire websites from the command line. While wget is capable of a lot bellow is some of the basics that will be used by most people for downloading files.
To download a single file
wget <file url>
While downloading a single file is useful wget also allows you to download multiple files. To do this all that is required is to fill a text file such as downloads.txt with each url.
And then load this into wget and it will do the rest
wget -i <url text file>
Using the example above
wget -i downloads.txt
In some cases you may need or want to change the name of the file that can be done with the -O argument which changes the output (notice it is an uppercase O)
wget -O <new file name> <download url>
The lower case o produces a log file
wget -o <log file> <download url>
Something that can be very useful especially on unstable internet connections is the ability to resume downloads, but be aware this can only be done if the server you are downloading from supports it.
wget -c <download url>
To run downloads in the background use the -b argument. when doing this log files can be useful for monitoring the progress of the download.
wget -b <download url>
These few commands should get you started using wget but this is only a small amount of what wget can do. You can learn more by using the man command (listed below) or by looking at one of the many resources available on the internet.