How to save or download excel file on server location in ASP

Download from where? From your own web server? then it is simple method in code behind which copies your file from one location in server to another.

Nothing happens without any code, check current code, you must be writing to response object

I think rather than any technology, this is simple issue of what you have written in your code. Either you need to clarify your question or post your code for more clear understanding.