A: Generally, no. Closing the lid forces the MacBook into sleep mode immediately. To download with the lid closed, you must use an app like Amphetamine to keep the system awake, AND the MacBook must be plugged into a power adapter (and preferably connected to an external monitor/peripherals to prevent overheating).
If you need to download a large file and want to leave your Mac unattended, you have three options. does mac continue download in sleep
A 2023 M2 MacBook Air, macOS Ventura: