Whenever I do not use my laptop for a few minutes, the screen goes black and goes into sleep mode or whatever that means?

Time goes out the Internet and it turns into the airplane mode

How can I stop this?

Sometimes I want to download a game (takes about 2.5-3 hours) and when I'm not active on the Lappy, it goes into the break and airplane mode and the download stops and makes me crazy

Have Windows10 if it helps

Then you have to adjust the settings for the energy-saving mode. Please refer:
https://www.giga.de/...so-geht-s/

It may also be apart from Windows 10 that the manufacturer of your laptop has installed its own control software. But you can also find it in the power options or the manual for your laptop.