Steps to reproduce the issue

Setup test environment with XAMPP on Windows, using Joomla 3.6.2.
Try to update to latest version using the built-in updater.

Expected result

Successful update to 3.6.4

Actual result

With "simple" error output:
Warning: file_put_contents(C:\xampp\htdocs\straug\tmp\joomla_3-6-4-stable-update_package-zip?format=zip&jcompat=my.zip): failed to open stream: No such file or directory in C:\xampp\htdocs\straug\libraries\joomla\filesystem\file.php on line 435

System information (as much as possible)

XAMPP test environment with PHP 7.0.10 on Windows 10 x64.

Additional comments

The problem is likely caused by "?" of the query string, being an invalid character for filenames on Windows.
I will submit a pull request which fixes this by resolving the actual filename, following the "Location" HTTP headers to the real download location on AWS.