Could you explain what do you mean with this? is the code for downloading the data included in your rmarkdown file? if so then you don`t need to do anything else.
Ideally, could you ask this with a minimal REPRoducible EXample (reprex)? A reprex makes it much easier for others to understand your issue and figure out how to help.
If you've never heard of a reprex before, you might want to start by reading this FAQ: