If you’re downloading an stl and slicing it with Luban, it won’t change temperatures at the layers. That’s up to the slicer, and Luban doesn’t have that feature. If you’re downloading gcode, you can open the file and verify that it is changing the temp by searching for M104 and M109 (set nozzle temp and wait nozzle temp respectively). Here’s what I see in the Temp tower I downloaded from the forums:
clewis ~/Downloads/3D Objects [] $ egrep -n 'M104|M109' SM-Original_Temp_Tower_30mm-s_retract6,5mm25mm-s_RAFT_190-225°C.gcode
146:; endingGcode,G28 X0 ; home X axis,M106 S0 ; turn off cooling fan,M104 S0 ; turn off extruder,M140 S0 ; turn off bed,M84 ; disable motors
199:M104 S190 T0
200:M109 S190 T0
8905:M104 S195 T0
16968:M104 S200 T0
25035:M104 S205 T0
33101:M104 S210 T0
41167:M104 S215 T0
49233:M104 S220 T0
57299:M104 S225 T0
65134:M104 S0 ; turn off extruder
I got those files from xchrisd’s 3D Print Guide, section 4. If you want to do it yourself, you’ll have to edit the gcode to manually insert the M104/M109 commands at the appropriate layers. I’m sure there are temp tower generators online somewhere, but I haven’t tried any.