When you click on some of the links on this particular page the GET request gets initiated by javascript. In this case it's a file so when you click it webdriver.Firefox makes a dialog window appear that asks you whether you want to download the file or not. 
Is it possible to capture the GET request directly and save it to disk or otherwise automate the dialog window?
If it's an OS dialog, no, you can't manipulate it with Selenium, you'd need a library that provides you hooks directly in to the OS.  To capture the request, you would either need to use a proxy to capture the traffic and again another interface to interact with the proxy to inspect the request, or you might be able to inject some JS through Selenium that modifies the behavior of the button to return the link to you instead of navigating the browser to it.
How to capture GET requests in Selenium initiated via JavaScript?