Click Command in browser to generate file explorer window to redirect download

Easier question.   I am attempting to re-download a file from Datto's cloud interface, its a rather large amount 766gb.   Its an old EMR database I need to re-attach to their old sql server.   However the web browser does not give me the the ability to select which partition to download to, it automatically starts to compress and bring the process once I highlight the file and select download.   Does anyone know any browser commands I can use like shift click or something along those lines from any web browser, firefox, IE, Chrome, Edge that would generate a windows file explorer menu and allow me to select a path location to download prior to saying being download?  

I let this run on its own and the local c:\ was only 500gb space available.   I think it ran out of space and rebooted on its own.   I think if I can get the browser to redirect the download someway using a specific command I can tell it to save to the D:\ partition of the server I am attempting to download in and get the file that way, just need to know how to do it from a browser command setting.