Download a file directly to pc over usb
If your internet provider supports tethering, you can connect your phone over USB with your PC.
Then enable tethering at Settings > More > Tethering.

You are now using your phone's internet on your computer.
If you download a file, it will be downloaded through your phone.

If your carrier doesn't support tethering directly with your data plan, you can use this app:
https://play.google.com/store/apps/details?id=com.foxfi