Android does not download any files from untrusted CA certificate site
You can install a CA certificate very easily through Settings.
Just go to Security-&gt;Install from SD and choose your certificate.
It will be installed to your device's certificate store/secured storage and should be used automatically by all applications that rely on that certificate store (which should be like every app that connects to the internet using SSL).

You can also look what certificates are currently installed in trusted certificates where they are split into User and System certificates.