Download managers are very handy tool if you either download a lot of files or download less but larger files from internet. These tools manage your download more efficiently. They speed up the download process by dividing the file into multiple segments and downloading all of them parallel. If your file is hosted on multiple server it will download each segment from different location even. Download managers can also be used to schedule the download or queue them to be downloaded. Just put the download in queue and leave the computer rest will be managed by Download manager utility.
Now you must have used a separate application which are free as well as Paid (some advanced one), but if you are using Firefox, you can use a free Add-on DownThemAll, which can do all these things which any other download manager application does and enjoy the benefit without installing any separate application. The only difference here would be instead of opening the application you need to keep Firefox window Open in order to use DownThemAll. Since it is added as and Add-on to Firefox using it is obviously more convenient and secure. It allows you to scan entire website for available downloads with just one click.