Use community commons storeFileUrlToFileDocument
In Mendix 7 you can use the Native REST call action to download an image straight into a File Document. No AppStore module required.
Here's my filedocument:
The microflow to download and store the image:
Configuration of the REST call which uses the location of the images as the REST url:
And the settings to store the result in a FileDocument:
Remember, all regular http urls are REST resources. Most REST services return JSON or XML, but there's no reason a Resource could not have a png/jpeg/pdf representation.
So any image, pdf document or html page can be treated as a REST endpoint. This means you can actually build a search index spider or web scaper in mendix using native REST.