import a library in you project and then in your project directory run go mod tidy

before not use go modules, you can download a library in any directory by running go get xxxx
after using go modules, you must entry a directory which have a go.mod file, than you can run go get xxx download library to $GOPATH/pkg/mod, it's hard than not use go modules.
i want to know that when i setup GO111MODULE=on, how to download a library in any directory without a go.mod file

Please clarify what you mean by “download”. What do you want to do with the package once you've downloaded it?

now

macbookpro:tmp fredlee$ go version
go version go1.11 darwin/amd64
macbookpro:tmp fredlee$ echo $GO111MODULE
on
macbookpro:tmp fredlee$ pwd
/Users/fredlee/Downloads/tmp
macbookpro:tmp fredlee$ go get github.com/gin-gonic/gin
go: cannot find main module; see 'go help modules'
macbookpro:tmp fredlee$ go mod init tmp
go: creating new go.mod: module tmp
macbookpro:tmp fredlee$ go get github.com/gin-gonic/gin
go: finding github.com/ugorji/go/codec latest
go: finding github.com/gin-contrib/sse latest
go: finding github.com/golang/protobuf/proto latest
go: downloading github.com/ugorji/go/codec v0.0.0-20181209151446-772ced7fd4c2
macbookpro:tmp fredlee$ ll
total 8.0K
-rw-r--r-- 1 fredlee staff 407 12 21 17:25 go.mod
-rw-r--r-- 1 fredlee staff 1.4K 12 21 17:25 go.sum
macbookpro:tmp fredlee$

i want

macbookpro:tmp fredlee$ go version
go version go1.11 darwin/amd64
macbookpro:tmp fredlee$ echo $GO111MODULE
on
macbookpro:tmp fredlee$ pwd
/Users/fredlee/Downloads/tmp
macbookpro:tmp fredlee$ go get github.com/gin-gonic/gin
go: finding github.com/ugorji/go/codec latest
go: finding github.com/gin-contrib/sse latest
go: finding github.com/golang/protobuf/proto latest
go: downloading github.com/ugorji/go/codec v0.0.0-20181209151446-772ced7fd4c2
macbookpro:tmp fredlee$ ll
macbookpro:tmp fredlee$

Use go1.12beta1. Both go get and go mod download should work outside of a module.