No it’s not that URL will download a file it’s that a URL can pretend to be a final download.

Then all I need to do is build a website that looks like a word or something, and ask users to fill out their personal address form or something.

It’s about the lowest common denominator, and the public are the very most common denominator. Why make life easier for scammers?

It’s not like there’s a legitimate reason for a .zip domain