Download and install specific Dot Net SDK from command line.
Build and run from accessible path.
A list of SDKs available will be displayed and you make a choice.
That SDK will download and once completed will launch automatically.
This isn't straight forward with downloading from a direct link. When you select the download link the page redirects to a download page so using DownloadFile doesn't work. So a further check on the redirected page for the retry link is located and used to download the file directly.
