[MXNET-565]change wget into java download

[lanking520]

Description

This is a PR to use Apache FileUtils kit to replace the existing wget method. This will help future Windows support on the Scala test and help customer to run scalatest when there are no internet connection.
@marcoabreu @yzhliu @nswamy

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [MXNET-$JIRA_ID], where $JIRA_ID refers to the relevant JIRA issue created (except PRs with tiny changes)
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage:
• Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
• Nightly tests are added for complicated/long-running ones (e.g. changing distributed kvstore)
• Build tests will be added for build configuration changes (e.g. adding a new build option with NCCL)
• Code is well-documented:
• For user-facing API changes, API doc string has been updated.
• For new C++ functions in header files, their functionalities and arguments are documented.
• For new examples, README.md is added to explain the what the example does, the source of the dataset, expected performance on test set and reference to the original paper if applicable
• Check the API doc at http://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
• To the my best knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

[marcoabreu]

In the past, we had problems with corrupt files being downloaded, so this check could cause problems. What do you think about moving this into a helper function which has this logic as well as hash-validation?

[nswamy]

@marcoabreu good point, we'll take this into consideration in our next PR.

[marcoabreu]

Great effort towards getting Scala working on Windows!