For packages hosted on pypy, you can install stash, then use the pip command

pip install pydicom

for pure python packages (which do not have C dependencies), this works maybe 75% of the time. in some cases, you may need to use pip download, then manually un tar or unzip the file, and copy the main package folder into site-packages.

For things on github, you can use git clone, from within stash. Or you can use wget with the github archive url, then un tar or unzip again with stash.

For individual files, I recommend
which you set as an application extension script, so you would navigate to the file in safari, then use the share menu to run the savefile script, which will place the file in your Documents folder.