Python/Selenium/Firefox , my code think the page continue to charge and don't want to pass to the next line

for loop in range(29021, 29041):
    driver.get("https://graphs.thice.fr/graphs/get_pdf_charts/" + str(loop))
    time.sleep(2)
    pyautogui.press('enter')

The URL opens a download popup and my program doesn't loop and doesn't press enter, it stops on the first line. How can I tell my program to just charge popup, press enter to download and exit for the next URL?