Downloading images using CURL
Language Features

You are trying to use new C++ language features, but you appear to be using them inefficiently. 


This:

std::for_each(URLS.begin(),URLS.end(), [this](const char* url){return this -&gt; DownloadImage(url);});


can be replaced by a simple:

for (auto&amp; url : URLS) DownloadImage(url)

Using auto for method declarations only to specify the return type at the end of the line is confusing.


Memory Management

Rule of 5: a class which needs a custom destructor for dealing with resource (de)allocations, most likely also needs a custom copy constructor, assignment operator and move constructor/assignment operator.

You are creating raw copies of strings only to store raw pointers to the characters. Simply use string.c_str() when you need to pass a raw pointer to the library and let the string class manage the memory.

CURL

Writing to the file via the callback and also asking curl to write the data to a file looks like duplicate work. Any reason for this?

OOP

The class isn't a good example of object-oriented design. The only available public method, Interface, doesn't indicate what it might do. The entire code might have been better off as a single function.