I opened python code from github.  I assumed it was python2.x and got the above error when I tried to run it.  From the reading I've seen Python 3 has depreciated urllib itself and replaced it with a number of libraries including urllib.request. 
It looks like the code was written in python 3 (a confirmation from someone who knows would be appreciated.)
At this point I don't want to move to Python 3 - I haven't researched what it would do to my existing code.  
Thinking there should be a urllib module for Python 2,  I searched Google (using "python2 urllib download") and did not find one. (It might have been hidden in the many answers since urllib includes downloading functionality.) I looked in my Python27/lib directory and didn't see it there.
Can I get a version of this module that runs on Python27?  Where and how?
Instead of using urllib.request.urlopen()  remove request for python 2.
urllib.urlopen()  you do not have to request in python 2.x  for what you are trying to do. Hope it works for you. 
This was tested using python 2.7  I was receiving the same error message  and this resolved it.
Python 2.7.10 error "from urllib.request import urlopen" no module named request