Hi Sania,
By default If you try to use HTTP Receive Adapter (or Two way HTTP Receive Port) It is not possible Because unless you give HTTPRequest to the destination web server, the server doesn't send you Response Back. Another problem I can see is how you will know that the new message is arriving?
IIS hosts the HTTP receive adapter and accepts HTTP requests that contain messages. The receive location for the HTTP receive adapter is a distinct URL configured through BizTalk Explorer. I can Imagine downloading one file with the help of HTTP Request-Response port by Configuring Request port to the destination URL of the file to be downloaded. If the website always gives the new message via HTTPResponse, it should be okay, but note that you again need to create HTTPRequest to the URL always. That means If you are using this port (HTTP Request-Response) inside orchestration, then your requirement is fullfiled (I personally don't feel this is what you are trying to do)
How about writing a simple Windows Service application which continuously downloads the file from URL and saves the file inside a folder. Once this is done your BizTalk file receive adapter can picks up your file. I would recommend this solution. For this you can do something like:
System.Net.WebClient webClient = new WebClient();
Here you will have downloaded content on Stream. Now you can save the file to BizTalk Receive location