Let’s say, you have a directory: /somePath/tensorflow/tutorial, on which you want to work.
So you have to download input_data.py.
mnist = input_data.read_data_sets("MNIST_data/", one_hot=True)
Here main.py is also in this directory.
Whenever this is done, you can just start running main.py which will start downloading the files and will put them in the MNIST_data folder.
Hope this answer helps.