downloadFile function can be used but I don't think it'll download to temp directory. It'll download to default download directory in your browser. Chrome supports auto download. 

Would think allowing a Browser to directly write to disk would be high security risk.

With Pega you can issue tools.sendFile() in various ways, e.g., R-F-B.downloadFile, which sends a response where the content is earmarked with a certain MIME type, e.g., pdf.

It is up to your Operating System's specified MIME type handler, .e.g., Adobe, to accept the content.

Certain browsers such as Chrome force you to write to your Downloads directory.

Or they might ask you first where you would like to save the file.

Directly opening the content is an option but that entails a security risk.

You would certainly want to avoid or at least be careful opening ".exe", ",jar", etc., files.

You would not be able to use Connect-File to write to the client's disk unless somehow the client's drive is shared on the server where Connect-File runs.

Perhaps there is some way to automate a secure Application (WinSCP?)  that runs on the client OS to pull the file from the server?

https://winscp.net/eng/docs/guide_automation

How to trigger that application to run based on a command issued from the Browser again is security risk - IF that were even possible. Node WebKit?  Node,js?

html5 - Node Webkit - How to execute an exe file? - Stack Overflow

If you use IE exclusively and allow ActiveX calls it is possible to define a Click Action as "Run Script".

That script could (not saying you should) call a JS function named "createFile" with a parameter named "Text", the value for which can be supplied by a Property.

function createFile (Text)
{
     try {
         var fso = new ActiveXObject("Scripting.FileSystemOnject");
         var s = fso.CreateTextFile("C:\\Temp\\MyTest.txt",true);
         s.WriteLine(Text);
         s.Close();
     }
     catch(e) {
        alert(e);
     }
}