How to download link with unicode using wget?

For wget, you can use:

wget http://www.example.com/файл.zip --restrict-file-names=nocontrol

if your system can handle UTF-8 or other encoding properly.

Finally, if you still have those % symbols left in your downloaded file, you can use Python module urllib.unquote(filename) that will replace %xx escapes by their single-character equivalent.

You can use curl instead, as follow

curl -O http://www.example.com/файл.zip

It will save it to файл.zip.