Hibernate the MacBook prevent?

Unfortunately, I'm still a little new when it comes to MacOS.
following situation: I load larger files from the Internet, which can take a little longer due to the bad line. So that means that you go somewhere else in time. Well then you usually work the laptop too. Stupidly, the downloads are then also paused or even completely stopped: /
The same is true when I connected the MacBook to my TV via HMDI and started a movie. As soon as I close the laptop, the movie is paused.

I know the setting of Windows, that nothing should be done, if the laptop should be closed.
I have also looked through all the settings in the MacBook but can't find anything.

Maybe you have an idea.

Had the same problem. Such a setting is simply not on Macs. Have therefore even harassed the support ^^. Since helps only open. There's also the app "Caffeine", which prevents the dormant.

You can set this in the system settings so that this does not happen anymore

Which point do I have to deactivate or activate exactly, so that does not happen?

Many Thanks! Finally an answer to start with.
Funny… How come then all on the idea that you could switch off in the energy options.
So with the app "Caffeine" I can also close the device and downloads, etc. Continue to run?

If I remember correctly it was at desk / screensaver that you could adjust something there. Unfortunately, I can't remember exactly

Well, you can see for yourself which settings are available there and which are not. Caffeine prevents hibernation only when it is on its way up.

But here's an EXTREMELY cumbersome guide, how it works anyway:

Connect the Mac to an external monitor.
Plug in a mouse or keyboard.
Close the Macbook while it is on.
Click on the mouse and press a key on the keyboard to wake up the Mac.
Activate Caffeine.
Start the downloads.
Turn off the external monitor.

Because of such trifles I'm back to Windows ^^

Settings and then energy