Make subdirs in tests/io/data
- [x] closes https://github.com/pandas-dev/pandas/issues/29439
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

A few of the "network" tests are failing locally as they require the data on master:
e.g
```
  @tm.network
    def test_spam_url(self):
        url = (
            "https://raw.githubusercontent.com/pandas-dev/pandas/master/"
            "pandas/tests/io/data/html/spam.html"
        )
        df1 = self.read_html(url, ".*Water.*")
        df2 = self.read_html(url, "Unit")

        assert_framelist_equal(df1, df2)
```

^ Will change to this branch to get the test passing on this PR. Then in a follow up PR will revert to master unless any core devs have a different idea

Hello @alimcmaster1! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:























There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-11-13 14:52:13 UTC Yea the network stuff is a little wonky to manage when doing this, but note there is also non-network stuff mixed in. Out of the azure stuff I think only `py36_locale_slow_old_np` actually runs the network tests, so rest should be green Test failures now just 1 test related to - https://github.com/pandas-dev/pandas/issues/29514 i think if you merge master this will be green. thanks ! No worries - I’ll attempt to fix that flakey test mentioned above 