Question

For instance, I want to know if these files exists.

http://www.stackoverflow.com/favicon.ico
http://www.stackoverflow.com/reset.css

and then download it ( if exixts obviously ).

Answer 1

<?php

if( ( $file = file_get_contents( 'http://www.stackoverflow.com/favicon.ico' ) ) ) {
    echo "file exists.";
    file_put_contents( 'favicon.ico', $file );
}
else {
    echo "File does not exist.";
}