first attempt at artifacts

[CarloLucibello]

The download is not lazy at the moment, I don't understand how to lazily download multiple files.

Even if that is fixed, I don't see a clear advantage over current DataDeps implementation so not sure this is worth doing

[racinmat]

On clear advantage: having this as artifact using Artifacts means it does not download directly, but it goes through the julia package server. When someone is using firewall and package server is whitelisted there, data downloaded through Artifacts go through that, so that's good, but using datadeps means it's downloading data directly, not going through the package server.
Multiple files can be downloaded by having it as multiple artifacts, see e.g. here: https://github.com/JuliaTime/TimeZones.jl/blob/master/Artifacts.toml