Jupyter: make files temporary to session

Question

In Google Colab, everytime you have a new session all files except your notebook are deleted. If you have downloaded a .zip for example, it will only last as long as your session is active.

I am using Jupyter on my local machine and was looking for the same functionality, that everytime I enter a new notebook session, all files downloaded during the previous session are deleted.

Any why this could be possible.