Unknown return value in CNTK 103A
gzfname, h is doing tuple unpacking from the return of urlretrieve.  From the docs, urlretrieve returns:


  Return a tuple (filename, headers) where filename is the local file name under which the object can be found, and headers is whatever the info() method of the object returned by urlopen() returned (for a remote object). Exceptions are the same as for urlopen().


And the info() method of the urlopen object returns:


  info() — return the meta-information of the page, such as headers, in the form of an email.message_from_string() instance (see Quick Reference to HTTP Headers)


So, h is meta information about the retrieved page.