ar4ebaldello

var dateFromString = txtSelectByDate1.Text;
var dateToString = txtSelectByDate2.Text;

if (!string.IsNullOrEmpty(dateFromString) && !string.IsNullOrEmpty(dateToString))                
{
    var dateFrom = Convert.ToDateTime(dateFromString).ToString("yyyy-MM-dd");
    var dateTo = Convert.ToDateTime(dateToString).ToString("yyyy-MM-dd");
    
    var query = string.Format("Select * from Purchase where P_Date >= '{0}' and P_Date <= '{1}'", dateFrom, dateTo);
    
    var command = new SqlCommand(query, cn);
    var adapter = new SqlDataAdapter(command);
    var table = new DataTable();
    adapter.Fill(table);
    
    gvPurchase.DataSourceID = null;
    gvPurchase.DataSource = table;
}

using (var client = new System.Net.WebClient() { Encoding = Encoding.UTF8 })
{
    // Скачиваем код страницы
    var page = client.DownloadString("http://PageAddress");
    // Находим ссылку
    var source = System.Text.RegularExpressions.Regex.Match(page, $"(?<=href=\").*?\\\.mp3(?=\")").Value;
    // Скачиваем файл
    client.DownloadFile(source, "audio.mp3");
}