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downloading files using copy, invalid file specification error

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Dear all,
I'm trying to write a loop downloading a series of zip files online. Based on what I read I thought that "copy" had this capability. However each of my efforts is met with the "invalid file specification" error. Here are a couple of examples of commands that generate the error.
Code:
copy "https://www.census.gov/popest/data/counties/asrh/2015/files/CC-EST2015-ALLDATA-06.csv"
copy "http://usda.mannlib.cornell.edu/usda/nass/ChicEggs//2010s/2016/ChicEggs-10-21-2016.zip"
I've tried using different current directories, thinking perhaps the pathway was too long, to no avail. What am I missing?

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