I have created CRM plugin, which on Case create need to download a document to the client. When I create a case plugin is working but it doesnt download a document. In console
Tweaking the HttpResponse in a plugin is not supported and should be avoided by all means. In other words, you cannot do this using a plugin.
When you need to offer a download option in Dynamics CRM for (Word) documents, a solution could be to create a separate web site containing a download page. Then you can integrate this page into CRM by means of an IFrame or HTML web resource.