To ensure a large file (like a game or system update) continues to download, you must prevent the PC from entering sleep mode while keeping the screen off.
If you are using a laptop, closing the lid usually triggers sleep mode immediately. You can change this. will my pc keep downloading in sleep mode
This is the most effective method. It keeps the computer running (so the download continues) but turns off the display to save power and reduce light. To ensure a large file (like a game