Fix download for Windows

[ghiggi]

Prework

• I understand and agree to this repository's code of conduct.
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• 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)

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

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

• Yes
• 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.
• All tests are passing.
• 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]

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 ⚠️

Additional details and impacted files

@@            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 5b3b87f on add-tutorials
into 57184b5 on main.