Crosswalk is a web runtime, it doesn't provide a download manager UI like what other browsers are doing, it should not be runtime's target. Crosswalk spawns the Android's selected download manager when user clicks a downloaded link, and it will launch the download manager or default browser to download resources.
If web developers want to download a file and save it to the device(native filesystem), I think Cordova download api should be a good choose now. Please see: https://cordova.apache.org/docs/en/3.0.0/cordova_file_file.md.html#FileTransfer Does it meet your requirement?