BAT or CMD script that downloads file and executes it

I need to create a .bat or .cmd that downloads a file from the internet and after the download executes it, but I do not know if this can be done and if possible that it should contain the file.

I started trying this:

@echo off
START  "url=https://mipagina.com/descargas/actualizacion.exe"

I was reading a bit and I changed it for this:

@Echo OFF
SET "url=https://mipagina.com/descargas/actualizacion.exe"
SET "output=.\actualizacion.exe"

But it does not work.