How to download files from a website?

What is the way to download file from a website?

I want to download this file which requres authentication.

https://data.gesdisc.earthdata.nasa.gov/data/GLDAS/GLDAS_NOAH025_3H.2.1/2021/365/GLDAS_NOAH025_3H.A20211231.2100.021.nc4

It shows a error if I use this urlwrite(fullURL,filename);

Error using error

Unable to find message key 'AuthenticationFailed' in catalog 'MATLAB:urlwrite'.

Any solution for that?

[Walter Roberson]

See websave