Currently the http request plugin supports writing response content to file in freeflow jobs, but not in pipeline jobs.
The advised way is:
But writeFile currently ignores encoding. (https://issues.jenkins-ci.org/browse/JENKINS-27094)
This makes writing binary files (e.g. those retrieved using https://www.jfrog.com/confluence/display/RTF/Artifactory+REST+API#ArtifactoryRESTAPI-RetrieveLatestArtifact) difficult. That is they can be written using wrong encoding.