As shown here on StackOverflow
import opendatasets as od
od.download("https://www.kaggle.com/competitions/tlvmc-parkinsons-freezing-gait-prediction/data","/dbfs/FileStore/mypath/")
The output, when running this, shows first the zip being downloaded. Once the download is complete, it automatically extracts or unzips the files.
Extracting archive /dbfs/FileStore/mypath/tlvmc-parkinsons-freezing-gait-prediction/tlvmc-parkinsons-freezing-gait-prediction.zip to /dbfs/FileStore/mypath/tlvmc-parkinsons-freezing-gait-prediction