When you install any application, the Microsoft Store client on your computer receives a direct HTTP/HTTPS link to download the.
There is a more complicated way to get a direct download link for the APPX installer of the Microsoft Store application.
How to Download Appx Files from the Windows Store Using Fiddler? If the downloaded file does not have an extension, add the extension. appxbundle extension, download them as well.
Generate Direct Download Links for Microsoft Store Apps.