Without you providing any specific error message, it's hard to give specific suggestions.
However, I was using the same example and was getting a permissions exception on File.OpenWrite - using the localFileName variable, because using Path.GetFile was pointing to a location that obviously would not have permissions for opening a file > C:\ProgramFiles\IIS(Express)\filename.doc
I found that using System.IO.Path.GetFileName is not correct, use System.IO.Path.GetFullPath instead, point to your file starting with "C:\..."
Also open your solution in FileExplorer and grant permissions to asp.net for the file or any folders holding the file. I was able to download my file at that point.