Are there any dangers to downloading a Higher graphic card on a laptop with a lower one. I have the geforce940mx (hardware) is possible to download something like the geforce/gtx 1050. Will it cause stuff like overheating or slow machine?
Your question seems a bit absurd. You can't download a graphic card. Maybe what you actually mean is download a driver for a graphic card which is better than the one you have installed.
If you have the wrong driver for your graphic card, it simply won't work. You can't magically turn your graphics hardware into a better one by installing different software. If you try, then the best case is that your system loses all 3d capabilities until you install a correct driver. In the worst case, your screen won't work at all and you will have to start Windows in protected mode, uninstall the faulty driver and install a correct one.
Most graphic chip vendors have switched to universal drivers which work with any graphic cards with one of their chips. They do so by auto-detecting which one you have and treating in the most ideal way possible. NVIDIA's Game Ready Driver is one of them. It will work with any NVIDIA graphic card from the past 10 years.
If you want to get more power out of an existing graphic card, then overclocking might be an option. But keep in mind that overclocking will increase power consumption and heat and can cause the graphic card to break earlier than it would usually do.
If you really want more gaming performance, then you would need to replace the video card. Unfortunately most laptops are constructed in a way that replacing the GPU isn't easily possible. They are often soldered right onto the mainboard. The intended upgrade path is buying a whole new laptop. That's why I prefer desktops. With a desktop system, most hardware upgrades just require a screwdriver and 10 minutes of your time.
First of all, a graphics card is a hardware. You can't download hardware, that's impossible.
If we could download hardware, we wouldn't need home deliveries anymore, since we could download everything instead: groceries, furniture, clothes, new PC parts, etc.
So I'm guessing you're talking about drivers instead.
Drivers are necessary for your OS (Operating System) to properly make use of the hardware installed in your PC. They're like instruction manuals.
Installing a driver for a different graphics card is possible, but meaningless. When your PC starts up, your OS will scan for any hardware installed, will then search for whichever driver matches the hardware's signature, and load only those. As a result, your new driver will never load, because there's no need to.
In theory, you could modify a driver, so it'll load for a different hardware. You should never do that unless you know exactly what you're doing, and if you did know, you wouldn't have asked this question. At worst, you will experience BSODs at startup, meaning you won't be able to start your PC anymore, leaving you with no other choice but to try and fix your mess in Safe Mode, or to simply reinstall the OS, or even buy a new PC altogether.
Only install drivers for hardware that is actually installed in your PC. Everything else is just a waste of your time and storage capacity.