NSURLSession introduced in iOS 7, is the recommended SDK way of downloading a file. No need to import 3rd party libraries.
NSURL *url = [NSURL URLWithString:@"http://www.something.com/file"];
NSURLRequest *downloadRequest = [NSURLRequest requestWithURL:url];
NSURLSessionConfiguration *sessionConfig = [NSURLSessionConfiguration defaultSessionConfiguration];
NSURLSession *urlSession = [NSURLSession sessionWithConfiguration:sessionConfig delegate:self delegateQueue:nil];
self.downloadTask = [self.urlSession downloadTaskWithRequest:downloadRequest];
[self.downloadTask resume];
You can then use the NSURLSessionDownloadDelegate delegate methods to monitor errors, download completion, download progress etc... There are inline block completion handler callback methods too if you prefer. Apples docs explain when you need to use one over the other.
Have a read of these articles:
objc.io NSURLConnection to NSURLSession
URL Loading System Programming Guide