wupinstaller (the original) does not "download" anything, it installs a title in installable format (*.app, *.h3, title.tik, ...) from the /install/ folder on the SD to (MLC or USB)
if you're using a multi-title variant of wupinstaller, such as the "Y-mod" I recommend or the disgusting "GX2", you have to put those files in a subfolder without fancy symbols or accents, for example /install/Xenoblade X [324214]/{0000000.app, etc}
if using the official systemconfigtool, you can put the folder containing those files pretty much anywhere on SD