Download `url` to destination `fname`.

def download_data(url:str, fname:PathOrStr=None, data:bool=True, ext:str='.tgz') -> Path:
    "Download `url` to destination `fname`."
    fname = Path(ifnone(fname, _url2tgz(url, data, ext=ext)))
    os.makedirs(fname.parent, exist_ok=True)
    if not fname.exists():
        print(f'Downloading {url}')
        download_url(f'{url}{ext}', fname)
    return fname