Fix download for Windows

[ghiggi]

Prework

• [x] I understand and agree to this repository's code of conduct.
• [x] I understand and agree to this repository's contributing guidelines.
• [x] I have already submitted an issue or discussion thread to discuss my idea with the maintainers.

What kind of change does this PR introduce? (check at least one)

• [x] Bugfix
• [ ] Feature
• [x] Documentation
• [ ] Tutorial
• [ ] Code style update
• [ ] Refactor
• [ ] Build-related changes
• [ ] Other, please describe:

Does this PR introduce a breaking change? (check one)

• [ ] Yes
• [x] No

If yes, please describe the impact and communicate accordingly:

The PR fulfills these requirements:

• [ ] It's submitted to the branch named as follow :
  • Fix a bug: bugfix-<some_key>-<word>
  • Improve the doc: doc-<some_key>-<word>
  • Improve a tutorial tutorial-<some_key>-<word>
  • Add a new feature: feature-<some_key>-<word>
  • Refactor some code: refactor-<some_key>-<word>
  • Optimize some code: optimize-<some_key>-<word>
• [ ] When resolving a specific issue, it's referenced in the PR's title (e.g. fix #xxx[,#xxx], where "xxx" is the issue number)
• [ ] Don't forget to link PR to issue if you are solving one.
• [x] All tests are passing.
• [x] New/updated tests are included

If adding a new feature, the PR's description includes:

• [ ] A convincing reason for adding this feature (to avoid wasting your time, it's best to open a suggestion issue first and wait for approval before working on it)

Summary

Fix download on Windows operating systems.

[codecov[bot]]

Codecov Report

Attention: Patch coverage is 50.00000% with 31 lines in your changes are missing coverage. Please review.

Project coverage is 87.56%. Comparing base (57184b5) to head (5b3b87f).

Files	Patch %	Lines
gpm/io/download.py	40.38%	31 Missing :warning:

Additional details and impacted files

```diff @@ Coverage Diff @@ ## main #49 +/- ## ========================================== - Coverage 87.76% 87.56% -0.20% ========================================== Files 110 110 Lines 10459 10501 +42 ========================================== + Hits 9179 9195 +16 - Misses 1280 1306 +26 ```

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[coveralls]

coverage: 87.563% (-0.2%) from 87.762% when pulling 5b3b87f9105f4a696275facccbf86d0a0f24d9bc on add-tutorials into 57184b55c60f2365defe30b9c2933217b959ee9b on main.