Windows doesn't just have a flag.

For example:

- If I download this using Chrome: https://aka.ms/getvsdbgps1

- Open a command prompt, cd to my Downloads directory

- Execute this:

    notepad GetVsDbg.ps1:Zone.Identifier

I get:

    [ZoneTransfer]
    ZoneId=3
    HostUrl=https://vsdebugger.blob.core.windows.net/vsdbg-16-0-11220-2/GetVsDbg.ps1

Some files I see also have a ReferrerUrl