ASP.NET How To Stream File To User

Initially I was trying to figure out what the difference is between Response.Close and Response.End, but after doing more googling and research, its clear that I haven’t seen a common way a Byte[] gets sent back to the client. I’ll leave the code sample below, but I would like to know what the industry standard is for doing this.

Is it possible to set a cookie during a redirect in ASP.NET?

I am using ASP.NET. I either add or set a cookie (depending on whether the HttpRequest contains a cookie with specified key), and immediately afterward call Response.Redirect. The cookie is not set. Is this correct behavior? Is there something mutually exclusive about setting a cookie during an http response with a 302 status code?