Kindly help us... Is there a way in linux how we'll be able to check which workstation is downloading files from the internet and what file is it? Please put into consideration that our linux has a firewall.

Thanks

Are you asking about 1 machine check another remote machine for a download?

You will need remsh or some remote ability to run commands on the other boxes... like rlogin possibly and run a script to check for certain named processes...