The HTTP response will be in your ‘pipeline’, so you can map this response into any other connector/action - there’s no need to write a ‘local file’.
You also don’t need to use workflow to do this by the way.
The FlowService example I posted over here: (How to transform XML TO FLATFILE IN WEBMETHOD IO INTEGRATION? - Forum - webMethods - Software AG Tech Community & Forums) does exactly what you’re asking. donwloads an XML from a HTTP end point and converts this to a flat file. After you’ve got the CSV data, then you’ll probably want to send that somewhere else, e.g. Amazon S3 bucket, or SFTP for example.