Load exr file from remote server as a texture

Hi I'm trying load an exr file which on the remote server to my unity app as a texture. Download works but don't know how to convert it to texture. Anybody has any idea how to do this? (I tried doing this with asset bundle which works but I just wanted to know is there any other way to do this)

 

If I were doing something like that I would use AssetBundles for this job and (maybe) Addressables (depends on your project and deadlines, because it is in preview).
Produce bundles to download and Unity will handle them (download, load into memory, etc).