man iwr
Oh, there's an OutFile parameter. Let's see what it does man iwr -param outfile
How nice, it writes the response directly to a file instead of to the pipeline. The curl alias actually points to the very same cmdlet.Not to excuse bad examples on the internet (there are lots of people who fail to grasp PowerShell and still try to write articles and how-tos), but PowerShell having built-in documentation for commands and parameters is actually fairly easy to figure out from within the shell. Admittedly, once you learn the basic half dozen or so cmdlets you tend to use all the time.
You're free to ask me (or on SO, I tend to answer PowerShell questions there) if you're having trouble. Figuring above out took literally just 20 seconds. Really. I'm kinda sick of people cursing and blaming tools just because they're different from what they're used to. If I did the same and complained about bash and Unix (which I rarely find the need or time to learn) I'd be tarred and feathered in seconds ...