From your comments it seems the question you are asking is:
I have a VPS with higher up/down speed than my internet speed. How can I achieve these speeds from within my internet?
If so, I'm afraid the answer is there isn't a way.
A VPS is usually a virtual operating system, often on a cloud machine somewhere, that you can use for whatever purpose you want. This could be something like hosting a dedicated server of some description, using it as a file storage, a third party for some form of anonymity, or anything you can really imagine, without having to worry about having a physical server yourself.
The confusion here seems to be that your VPS has a much higher download speed than you do. Remember, this machine exists somewhere, as does the server you're downloading from. If you use the VPS to download the file, there will now be a copy in it's original location, and it's location on your virtual server, wherever that is.
If you want to get the file you've downloaded on to a system actually on your network, you're going to have to download it again. Whether that be from the original place, or your VPS, it still has to download the same way. In this case, the bottle neck is your internet speed.
You also ask the question
So these companies that sell VPS with high download speed, what are
their benefits again?
where I believe you're referring to the download speed of the VPS. Bear in mind, not everyone will have their internet speed as the bottleneck. Imagine the download/upload speeds were limited to 5Mbps, and your internet speed is 100Mbps - you're now limited by the speed of the VPS instead. Or imagine you're using your VPS as a dedicated server, you want as fast a throughput as possible to make sure it's not restricting its clients.
The chain can only go as fast as the slowest component. The only way you will be able to get a faster connection, is, well, to get a faster connection. You need to negotiate with your ISP, or other ISPs to see if they can provide you a faster connection. If they can't, I'm afraid there isn't a lot else you can do.
the data has to get to you somehow. how else could it get there except by using the network link you are using to run the RDP session? Your assumptions about why you would have a virtual server are wrong. yes they do expect you to download it again. The benifet of a VPS over a VPN, is that you can deploy software on the VPS and have it run all the time, even when you are not connected to it. Additionally the connections to questionable content do not terminate at your system from your ISPs perspective. all they see is you downloading a file from a single server, not the torrent swarm. – Frank Thomas – 2016-01-28T18:06:46.320
@FrankThomas So these companies that sell VPS with high download speed, what are their benefits again? And why did I pay about 150$ for it? – Cyber Shadow – 2016-01-28T18:08:50.620
Instead, explain generally what you wanted to do with it, and we can tell you where you are wrong. There are numerous reasons one might have a VPS. compensating for a low bandwidth connection at home however is not one of them (unless you never need to bring the data home). Many people use them to protect themselves from detection while pirating content; others just want to run a webserver, or have a cloud-based location to share data with while away from home, etc. – Frank Thomas – 2016-01-28T18:18:22.307
@FrankThomas I want to download games, that is why I bought it. My download speed is 100KB/s at the best times, usually just 70KB/s, so I wanted to download big games (around 7GB) easily and fast. Any way to achieve this? My country doesn't provide fast internet even if I pay. Thanks – Cyber Shadow – 2016-01-28T18:25:31.270
You can only download as fast as the slowest component. In this case, that's your internet connection. – Jonno – 2016-01-28T18:26:04.627
Simply put, no. The only way to make that work would be if you could execute the game on the VPS, and just see what it outputs via the rdp session. some older games will play that way. – Frank Thomas – 2016-01-28T18:27:34.333
@Jonno oh, so I bought that for nothing cool. Isn't there anyway to increase the speed of sharing files between the Remote Desktop and my local to at least 1MB? Even so it is WAY less than what I thought I am buying, it would be great. – Cyber Shadow – 2016-01-28T18:28:46.103
@FrankThomas same question as above for you ^^ – Cyber Shadow – 2016-01-28T18:31:02.037
I don't understand the question. If you can connect to a client, then, what is the problem? If you download a file to a remote server, then the file exists on the remote server, not on your local client which I presume is I where you want it. Where does the internet connection come into play? – Ramhound – 2016-01-28T18:46:38.153
@Ramhound My question has been answered. Check the answer to understand better :) – Cyber Shadow – 2016-01-28T18:56:59.123
You should still clarify your question, its still confusing, which means the question isn't all that helpful to people. – Ramhound – 2016-01-28T19:01:47.970