I found a way where you only have to add a few extra lines of code…
import urllib.request
opener = urllib.request.build_opener()
opener.addheaders = [('User-agent', 'Mozilla/5.0')]
urllib.request.install_opener(opener)
urllib.request.urlretrieve("type URL here", "path/file_name")
Should you wish to learn about the details you can refer to the python documentation: https://docs.python.org/3/library/urllib.request.html