It is entirely up to you. Hawkey does not provide any means to do this automatically, for instance from your /etc/yum.repos.d configuration. Use or build tools to do that. For instance, both Yum and DNF deals with the same problem and inside they employ urlgrabber to fetch the files. A general solution if you work in C is for instance libcurl. If you are building a nice downloading library that integrates well with hawkey, let us know.
Because downloading things from remote servers is a differnt domain full of its own complexities like HTTPS, parallel downloads, error handling and error recovery to name a few. Downloading is a concern that can be naturally separated from other parts of package metadata managing.