On an OS X/macOS system, you may be able to determine a file's origin, i.e., where it was downloaded from, by right-clicking on the file, or clicking on it to highlight it and then hitting command-I (the command and "I" keys), in the Finder and choosing Get Info. If a "where from" field is displayed, you can see the URL from which the file was obtained if it was downloaded from a website. You can also view that information from a command-line interface (CLI), e.g., a Terminal window, using the mdls command.
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