How to download a file with Node.js (without using third-party libraries)?

You can create an HTTP GET request and pipe its response into a writable file stream:

const http = require('http'); // or 'https' for https:// URLs
const fs = require('fs');

const file = fs.createWriteStream("file.jpg");
const request = http.get("http://i3.ytimg.com/vi/J---aiyznGQ/mqdefault.jpg", function(response) {
  response.pipe(file);
});

If you want to support gathering information on the command line–like specifying a target file or directory, or URL–check out something like Commander.