Is it possible to download a file to listen on my iPod?
I think the answer is no. You can download the MP3/4 file to a device with an operating system and presumably from there transfer it to your iPod.
If you have an iPod and iTunes on your computer, you can download the MP4 to your computer, put it in Itunes, and then load it onto your iPod I do believe. At least that's how I loaded my music.