Sear. Both Mac (OSX, not our estemed publican) and Linux use the same Command line - bash (Bourne Again SHell). Using the command line on Linux or Unix (OSX) is very easy, there are tutorials on the Internet, that explain bash. Using wget in the context you want is so super easy. here it is.

wget -c http://somedomane/directory path/filename &

-c means continue downloading from last position, in the case of a failure such as loss of connection.

the & at the end is optional, but if you use it it will run wget as a background task, which can slow it down, as other tasks take precedence.

using the command above will cause the files downloaded to be downloaded to the current directory, usually your home directory, unless you've navigated away from there.