Note that you can't really do much with a downloaded file that is just sitting there on the disk or whatever that you downloaded it onto. Using it is likely to make a copy into RAM.

If the case of computer programs making such a copy does not require permission because of 17 USC 117 [1], which says that the owner of a copy of a computer program can make copies or adaptations if they are created as an essential step in utilizing the program and they are used in no other manner.

For digital downloads other than computer programs 17 USC 117 does not apply, and so copying to RAM to use the download would in theory be infringement. You probably won't get sued over it of course so its nothing to lose sleep over.

[1] https://www.law.cornell.edu/uscode/text/17/117