Tor will try to continue to use the same circuit for the duration of the connection. The exception being if some unexpected problem causes the connection to fail (e.g. your internet drops, the exit or hosts internet drops, or one of the connections between relays drops).
If this does happen, a subsequent download may use the same circuit again if the circuit hasn't been in use for more than 10 minutes (with any connection, not just the download itself) then by default, it will use the same circuit, otherwise it will use a "clean" circuit for the new connection. There are some other exceptions to this but those aren't the default behaviours.
Generally speaking downloads like that aren't harmful in the same way that torrenting, for example, would be. Obviously it does take up capacity on the network, so if you are using up a lot of resources with them it'd be kind to give back to the network in some way, if you can.