Add download command

[tompollard]

We should consider adding a download command, e.g.:

physionet download slug --version 1.1

This could potentially replace the wget command that we currently suggest in the files section.

We could then direct the request to use the fastest source for the download.

[BehsadRiemer]

that would be amazing! Any status on this? Happy to help out here

edit: some sort of retry logic / progress would also be great