[ENH] Add download_dataset function to _data_loaders.py

[PaulRabich]

Added a function download_dunction to the _data_loaders.py file.
This functions only downloads a dataset without loading it to memory.

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[TonyBagnall]

tiny typo and a formatting request but thanks for this. I think the testing for this needs a bit of a rework, so will add a test for next coverage push.

[MatthewMiddlehurst]

If testing will be done in a different PR, I think my only issue is the docs name as well. Fine with it going in after.

[MatthewMiddlehurst]

Ignore the failure, unrelated and dealt with in a different PR.

[PaulRabich]

Anything else to do?

[TonyBagnall]

thanks for this

[MatthewMiddlehurst]

@all-contributors add @PaulRabich for code

[allcontributors]

@MatthewMiddlehurst

I've put up a pull request to add @PaulRabich! 🎉