Fink automatically downloads source files as needed using your DownloadMethod of choice. But say you need/want to download them separately — on a higher-speed connection, using a different download manager, or using customised settings for the download. You are free to do so as long as you place the source files under /sw/src or FetchAltDir.
In order to find out which files are needed by a given package, run
fink fetch --dry-run packagename
This command dumps the source file name(s), its(their) MD5 checksum(s), the list of URLs whence the file(s) can be obtained, and the maintainer of the package. If you want/need to download from a Fink mirror instead of the original URLs, use