Download a file from web browser to Micro SD card
The W5500 is an ethernet and TCP/IP controller. OSI Model layer 4.
Short story, the W5500 is not a web server, and will never be. To get a web server, you have to run one on the STM32F4.
The advantage is that you don't have to worry about layer 4 and below.
You use the SDIO peripheral. This requires a driver. If you want the contents of the SD cards to be readable by a PC you also need software for the filesystem.
You have to write your application with web server to support this.
This is very broad and cannot be answered. Many ways to do this.