windows download abnormal
Hi ! Is there some kind of proxy that is configured in your browser that gives you access to internet ? If it's the case it could explain why it doesn't work in the code, since the proxy wouldn't be used It is indeed an agency problem, thank you very, very much Let me know if you have other questions :)

Closing this issue now
## Describe the bug
The script clearly exists (accessible from the browser), but the script download fails on windows. Then I tried it again and it can be downloaded normally on linux. why??
## Steps to reproduce the bug
```python3.7 + windows
![image](https://user-images.githubusercontent.com/52347799/133436174-4303f847-55d5-434f-a749-08da3bb9b654.png)


# Sample code to reproduce the bug
```

## Expected results
It can be downloaded normally.

## Actual results
it cann't

## Environment info
<!-- You can run the command `datasets-cli env` and copy-and-paste its output below. -->
- `datasets` version:1.11.0
- Platform:windows
- Python version:3.7
- PyArrow version:
