Download .csv file format in SAS from the web

I wonder how to download some .csv file by using SAS.

Browsing on the web, I found it is possible to do that by running the following script:

filename NAME url "http://.../NAME_OF_THE_FILE.csv"

Particularly, I want to understand how such statement works and in which case I cannot use that.

Can someone help me?

For instance, let's assume one has to download a .csv file that is uploaded on the web page, as, for example, in this link, how can one download them?

In such case, is not possible to download data?

Thanks all in advance!