Software can't give you faster download speeds. If I get 10 Mbps down from my ISP I'm not going to somehow download at 50 Mbps. yt-dlp, steam, and firefox already max out my connection when they download something.
To nitpick: Software can give you faster effective download speeds. Compression is software. Parallelization across multiple hosts is achieved in software.
It really depends on the cause of the bottleneck. Sometimes you need capabilities on both ends though.
Also, while I'm nitpicking: "xdm" is and will always be the X Display Manager. :(
The bottleneck is typically at the server level, not the pipe.
Steam uses BitTorrent, which is built to parallelize downloads - effectively implementing what download managers do. I think Firefox these days also does clever stuff behind the scenes. The result is downloads that complete faster than before, even though the theoretical max speed of any given connection is the same.
Download managers are somewhat old-fashioned simply because modern software learnt from them and now tries their tricks out of the box.
> Multi-threaded fragment downloads: Download multiple fragments of m3u8/mpd videos in parallel. Use --concurrent-fragments (-N) option to set the number of threads used
Not all sites are willing to max out your pipe with a single connection. Making multiple connections to those sites often gets around that.
It can't get you faster than your ISP's throttling, but it can get you faster than the server you download from's throttling.
I've been stuck with a throttled 10mbit fiber connection before, and still had times where sites would throttle me more than that. Now that I have a gigabit connection, it's a much more common problem.
Sometimes the bottleneck is on the server end, and often they throttle throughput per connection. Some download mangers allow you to download the same file through multiple connections and range request. Having said that I think it's a little bit rude to work around the intended throughput limitation.
