How to track that the file has downloaded?

Question

C++ / C#

Implemented a simple method for downloading files:

private void button2_Click(object sender, EventArgs e)
        {
            for (int i=0; i<=listBox1.Items.Count; i++)
            {
                var desktop = Environment.GetFolderPath(Environment.SpecialFolder.Desktop);
                string fileName = desktop + "\\" + i +".mp3";
                WebClient webClient = new WebClient();
                webClient.DownloadFile(listBox1.Items[i].ToString(), fileName);
            }
        }

I did not find information on DownloadFile, namely, how to find out if the file was downloaded or not.