If you are downloading from cloud/sharing service that do not provide a direct link to the file use JDownloader 2.
If the site provides a direct link you can use JDownloader as well but I personally recommend HTTP Downloader it handles the connection much better than JDownloader.
Just don't, FMD is not open source and it collects your data to use as personalized ads as stated in their privacy policy, even if you are not downloading anything FDM is still connected to an external IP.
HTTP Downloader is a much better option, it is simple, does the same job that FDM does, is open source, and don't collects you data.