Target file(s) can be hosted on CDN nodes. HTTP/HTTPS redirection must be supported to download these files.

Author: Cheng Lian <lian@databricks.com>

Closes #7597 from liancheng/spark-9254 and squashes the following commits:

fd266ca [Cheng Lian] Uses `--fail' to make curl return non-zero value and remove garbage output when the download fails
a7cbfb3 [Cheng Lian] Supports HTTP/HTTPS redirection