Steam

Probably not exactly what you're looking for but I use a batch file to accomplish this (in linux but windows should be similar). For example:

#!/bin/bash
sleep 2h && steam
sleep 8h && killall steam

Executing that will wait 2 hours, start steam so it can download whatever it wants while I sleep, then shut steam down 6* hours later before other people start needing to use the internet.

*maybe 8 hours, I can't remember now if it runs commands sequentially or in parallel.

Edit: better single line command for linux:

(sleep 2h; steam) & (sleep 8hr; killall steam) &

https://developer.valvesoftware.com/wiki/SteamCMD

Steamcmd can be used in a Script to start a download.

I don't think you can

I don't know if Steam will let you schedule a download in that manner, I think the "scheduled" category is for updates to games that Steam has set it's own schedule to start the download on.

One thought, you could have the game in question set as the active download in "up next" so it'll start to download it when Steam launches, then close out of Steam entirely. Then use Task Scheduler to create a scheduled task (assuming you're using Windows)to open the Steam app at the scheduled time you'd like the download to start.

I'm assuming since this would be going overnight, you can just close out of Steam/pause the download manually in the morning, but if you needed to have it stop at a set time before you wake up, can just create another scheduled task to kill the Steam app to close it out and stop the download.