This very much depends on the ecosystem they had in their specific embedded environment. Some have a few kilobytes of working memory: so they'd have to download the file and write it straight to flash (yes, security is a problem but manageable). There are many common cases where, for instance, malloc is disabled.
You don't always have off-the-shelf packages for every conceivable environment you work in.
You don't always have off-the-shelf packages for every conceivable environment you work in.