Download File from URL, Download Document from SharePoint library using c#

public void DownloadFileFromSite(string siteURL, string saveName  )

{
    try
    {
        System.Net.WebClient _WebClient = new System.Net.WebClient();
        // Downloads the resource with the specified URI to a local file.
        _WebClient.DownloadFile(siteURL, saveName);

}
    catch (Exception _Exception)
    {
        // Error
       MessageBox.Show("Error In Downloading");
    }
}