myfile.py

# Find the actual file to download
# From navigating the page, clicking "Data Folder"
# Right click on the link to the dataset and say "Copy Link Address"

flag_data_url = 'https://archive.ics.uci.edu/ml/machine-learning-databases/flags/flag.data'

# You can "shell out" in a notebook for more powerful tools
# https://jakevdp.github.io/PythonDataScienceHandbook/01.05-ipython-and-shell-commands.html

# Funny extension, but on inspection looks like a csv
!curl https://archive.ics.uci.edu/ml/machine-learning-databases/flags/flag.data

# Extensions are just a norm! You have to inspect to be sure what something is