Save file at external drive

Hi, how can I download a file and save directly at a external memory card or alike? 

Thankyou Aleksandr, but I was already aware of this solution you suggest.
Because it concerns downloads from my smartphone and the memory capacity is usually at the very end, it is my need to download directly to MC card installed on my phone.
Is it possible to download DIRECTLY to MC .... cards?
I appreciate you re-comment.
Best regards, thomas

Unfortunately no.

Thankyou anyway for letting me know.