How to resolve in snakemake error : "Target rules may not contain wildcards."
The problem is that you need a master rule that requires all of your desired outputs as inputs, in your case it would be :

rule all:
    input:
        expand("data/{sp}/genome.fa.gz", sp=species.split(' '))


You'll also need separate download link inputs for each species. You could make a separate download_table.tsv for each species, but it would probably be easier to make a config file with this information, and add a params keyword to your rule. Something like:

rule download:
   params:
       url=config['locations']['sp']
   output :
       "data/{sp}/genome.fa.gz"
   shell :
       "scripts/download.sh {params.url}"