Hi @Kaniz Fatma​ , thanks for the remainder.

Hey @Hubert Dudek​ - thank you very much for your prompt response.

Initially, I was using urllib3 to 'GET' the data residing in the URL. So, I wanted an alternative for the same. Unfortunately, requests library does the same thing as urllib3.

The question I had was if I use the wget command, where does the downloaded data gets stored ?

I understood that it would be saved in the driver's memory.

In my case :

'/databricks/driver'

Once, I figured that out, as Hubert suggested, I saved the data in DBFS.

dbutils.fs.cp('file:/databricks/driver/yellow_tripdata_2020-01.csv', 'dbfs:/FileStore/tables/')

Thank y'all for the quick turn around.