No, you need the direct link to the file!
For example, the link to "ENU\x64\SQLEXPR_x64_ENU.exe" (132.3 MB) is:
http://download.microsoft.com/downlo...PR_x64_ENU.exe
Or the link to "ENU\x64\SQLEXPRADV_x64_ENU.exe" (1.3 GB) is:
http://download.microsoft.com/downlo...DV_x64_ENU.exe
Or the 32-bit "ENU\x86\SQLEXPR_x86_ENU.exe" (116.7 MB):
http://download.microsoft.com/downlo...PR_x86_ENU.exe
More links are available.
Friedrich