How to prevent applications to donwload data automatically?
This is part of Google Play Store settings. Select Do not auto-update apps in the following path:
Google Play Store>Settings>Auto update apps>Do not auto-update apps

This is a global setting, but it may be overridden by a specific setting at the application level. For instance, an application may have a specific setting to update itself, especially if that application came from a 3rd party source. You will need to check those application settings individually and prevent auto-updating there. However, this is not generally true, in fact I think it is a violation of terms, if that application comes from the Google Play Store.