import java.awt.image.BufferedImage;
import java.io.File;
import java.net.URL;
import javax.imageio.ImageIO;
public class Main {
public static void main(String[] args) throws Exception {
BufferedImage image = null;
URL url = new URL("URL_IMAGE");
image = ImageIO.read(url);
ImageIO.write(image, "jpg", new File("C:\\out.jpg"));
ImageIO.write(image, "gif", new File("C:\\out.gif"));
ImageIO.write(image, "png", new File("C:\\out.png"));
System.out.println("Done");
}
}