How to find web address software is accessing

[coldhart]

As title said i want to know application which is present in my PC connecting to which web address to download particular files.
OS - windows 10 x64 1703
Router - D-Link DIR-803 Wireless AC750 Dual Band Router

 

[USAFRet]

Knowing what application would go a long way into discovering what web address.
Hopefully this is something that you have initiated, rather than some random thing doing it all by itself.