UPDATE: It looks like the link requires a log in, I updated the title.
This is a link for a particular Kaggle data file that I'm trying to download into Python (Google Colab if it makes a difference)
This is the link
https://www.kaggle.com/azathoth42/myanimelist/downloads/UserAnimeList.csv/9
Which I got from here
https://www.kaggle.com/azathoth42/myanimelist#UserAnimeList.csv
I tried using wget with the following code
!pip install wget
!wget -i https://www.kaggle.com/azathoth42/myanimelist/downloads/UserAnimeList.csv/9
Which didn't seem to work
I then tried
from urllib import request
request.urlretrieve('https://www.kaggle.com/azathoth42/myanimelist/downloads/UserAnimeList.csv/9' , 'download.zip')
The issue I now know is that it requires a log in.
Edit:
This link shows how to download Kaggle data into colab complete with an example notebook