Windows dependency downloader: replaced requests with urllib

[MightyJosip]

This should fix #1391.

[illume]

Looks like python2 is confused...

    "__main__", fname, loader, pkg_name)
  File "C:\Python27\lib\runpy.py", line 72, in _run_code
    exec code in run_globals
  File "C:\projects\pygame\buildconfig\__main__.py", line 2, in <module>
    main()
  File "buildconfig\config.py", line 208, in main
    deps = CFG.main(**kwds)
  File "buildconfig\config_win.py", line 562, in main
    download_win_prebuilt.update(**download_kwargs)
  File "buildconfig\download_win_prebuilt.py", line 258, in update
    download_prebuilts(download_dir, x86=x86, x64=x64, sdl2=sdl2)
  File "buildconfig\download_win_prebuilt.py", line 107, in download_prebuilts
    download_sha1_unzip(url, checksum, temp_dir, 1)
  File "buildconfig\download_win_prebuilt.py", line 19, in download_sha1_unzip
    except ModuleNotFoundError:
NameError: global name 'ModuleNotFoundError' is not defined

[illume]

👍