when the system is on sleep, it pauses the download. because the sleep mode is for saving resources like power. so all the stuff goes to suspend mode. the system must be in running mode for downloading. For laptop you can change the setting which says that do not put laptop on sleep when lid is closed.
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Hibernate stores your session on the hard drive and then reloads it to memory when you turn the computer back on, so the computer itself is off. So yes, downloads will stop.