What you need to do, is use the inspection tools of your browser to track the requests your browser makes when downloading a file.
That allows you to extract the URL:
url='https://opendata-download.smhi.se/stream?type=metobs¶meterIds=5&stationId=181970&period=latest-months';
fn = websave('test.csv',url)
fn = '/users/mss.system.oM9snL/test.csv'
disp(contents(1:floor(end/20)))
Stationsnamn;Stationsnummer;Stationsnät;Mäthöjd (meter över marken)
Esrange;181970;SMHIs stationsnät;2.0
Parameternamn;Beskrivning;Enhet
Nederbördsmängd;summa 1 dygn, 1 gång/dygn, kl 06;millimeter
Tidsperiod (fr.o.m);Tidsperiod (t.o.m);Höjd (meter över havet);Latitud (decimalgrader);Longitud (decimalgrader)
1977-10-01 00:00:00;1993-12-31 23:59:59;335.0;67.8947;21.0694
1994-01-01 00:00:00;1999-07-01 23:59:59;330.0;67.8947;21.0694
1999-10-01 00:00:00;20
Note that the website clearly doesn't want you to do this, so you should limit what you do.