C# - Virtual file drag drop from windows forms / wpf app to windows explorer

Need a simple one window app in WIndows Forms or WPF, that has a label. We should be able to drag that label on to the windows explorer. And as a result it should download a file from internet and paste it there.

DragDrap a local file to Windows Explorer is straight forward. But this needs to download a file from a URL and drop it once its downloaded.