AndroidManifest.xml

<receiver
  android:name=".DownloadBroadcastReceiver"
  android:exported="true">
  <intent-filter>
      <action android:enabled="true" android:name="android.intent.action.DOWNLOAD_COMPLETE" />
  </intent-filter>
</receiver>

DownloadBroadcastReceiver.java

public class DownloadListenerService extends BroadcastReceiver{
    @Override
    public void onReceive(final Context context, final Intent intent) {

        DownloadManager downloadManager = (DownloadManager)context.getSystemService(Context.DOWNLOAD_SERVICE);
        if (intent != null) {
            Bundle extras = intent.getExtras();
            DownloadManager.Query query = new DownloadManager.Query();
            long downloadId = extras.getLong(DownloadManager.EXTRA_DOWNLOAD_ID);
            query.setFilterById(downloadId);
            Cursor cursor = downloadManager.query(query);

            if (cursor.moveToFirst()) {
                int status = cursor.getInt(cursor.getColumnIndex(DownloadManager.COLUMN_STATUS));
                if (status == DownloadManager.STATUS_SUCCESSFUL) {
                    String uri = cursor.getString(cursor.getColumnIndex(DownloadManager.COLUMN_LOCAL_FILENAME));
                    context.getExternalFilesDir(Environment.DIRECTORY_DOWNLOADS).getAbsolutePath();
                    cursor.close();

                    Intent installIntent = new Intent(Intent.ACTION_VIEW);
                    installIntent.setDataAndType(Uri.fromFile(new File(uri)), "application/vnd.android.package-archive");
                    installIntent.setFlags(Intent.FLAG_ACTIVITY_NEW_TASK);
                    context.startActivity(installIntent);
                }
            }
        }
    }
}

DownloadFile.java

 public void downloadFile(String updateDownloadUrl) {
    String url = updateDownloadUrl;
    
    Uri downloadUrl = Uri.parse(updateDownloadUrl);
    DownloadManager.Request downloadRequest = new DownloadManager.Request(downloadUrl);

    downloadRequest.setNotificationVisibility(DownloadManager.Request.VISIBILITY_VISIBLE_NOTIFY_COMPLETED);
    downloadRequest.setDestinationInExternalPublicDir(Environment.DIRECTORY_DOWNLOADS, "FileName.apk");

    downloadManager.enqueue(downloadRequest);
}