Implement DataDownloader with empty constructor and add UTest

[Romazes]

Description

This pull request introduces the implementation of DataDownloader with an empty constructor, providing greater flexibility. Additionally, a new unit test (UTest) has been added to ensure the functionality is robust.

Related Issue

N/A

Motivation and Context

The empty constructor for DataDownloader allows for easier instantiation and customization, providing users with more control over the downloader's behavior. The inclusion of a new unit test ensures that the functionality is thoroughly tested and reliable.

Requires Documentation Change

N/A

How Has This Been Tested?

The changes have been tested thoroughly with the newly added unit test (UTest) to verify the correctness and robustness of the DataDownloader implementation. Additionally, existing tests have been re-evaluated to ensure compatibility with the updated code.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• Refactor (non-breaking change which improves implementation)
• Performance (non-breaking change which improves performance. Please add associated performance test and results)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Non-functional change (xml comments/documentation/etc)

Checklist:

• My code follows the code style of this project.
• I have read the CONTRIBUTING document.
• I have added tests to cover my changes.
• All new and existing tests passed.
• My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

[Martin-Molinero]

Thank you 👍