Replace fetch_file with a proper 'dataset' module using pooch

[mscheltienne]

tests use datasets downloaded through a custom fetch_file function using urllib. pooch should be used instead, and can be integrated as a separate dataset module to allow:

• testing dataset for tests
• sample datasets for tutorial/reproducibility

Example in MNE-Python, or simpler version in MNE-LSL: https://github.com/mne-tools/mne-lsl/tree/main/mne_lsl/datasets

[smoia]

Sure, go for it!