axios({
    url: 'http://api.dev/file-download', //your url
    method: 'GET',
    responseType: 'blob', // important
}).then((response) => {
    const url = window.URL.createObjectURL(new Blob([response.data]));
    const link = document.createElement('a');
    link.href = url;
    link.setAttribute('download', 'file.pdf'); //or any other extension
    document.body.appendChild(link);
    link.click();
});