Download files and create same file structure as the source
From man wget
:
-x, --force-directories:
[...]
create a hierarchy of directories, even if one would not have been created otherwise. E.g. wget -x http://fly.srk.fer.hr/robots.txt will save the downloaded file to fly.srk.fer.hr/robots.txt.
To get the structure you are asking for, I would suggest using -nH as well as -x.
This will remove the hostname as well as create the expected directory structure.
e.g.
wget -x -nH http://xyz.abc.com/Dir1/Dir3/sds.exe
- 'Dir1/Dir3/sds.exe' saved [1234]
From the man page:
-nH
--no-host-directories
Disable generation of host-prefixed directories. By default, invoking Wget with -r http://fly.srk.fer.hr/ will create a structure of directories beginning with fly.srk.fer.hr/. This option disables such behavior.
-x
--force-directories
...create a hierarchy of directories, even if one would not have been created otherwise...