Just install python, if you are on windows - no need on OS-X or most Linux installs, then open a terminal and type
pip install requests to get the requests library on some platforms you will need to prefix with
sudo and you are good to go.
Assuming that your url file has one line per url:
n = 0
with open('url_file.txt') as infile:
n += 1
for line in infile:
resp = requests.get(line.strip())
with(open('index_%06d.html' % n, 'wb') as outfile:
print('Bad URL', line)
You could also use the Beautiful Soup library to extract the data that you need from the pages.
All of the above is Free, Gratis & Open Source plus is cross platform.