Add test when downloading from gated repo
Following PR after https://github.com/huggingface/transformers/pull/25034.
Goal is to add a test to check that accessing a gated repo raises a custom message for the user. Cannot be merged yet as the server returns "RepoNotFound" when user is not authenticated, even when it's a public gated repo. Once server implementation is fixed ([see internal PR](https://github.com/huggingface/moon-landing/pull/7106)), this PR should pass.

Until then, no need to review/try to fix it.

**Note:** a workaround would be to have a token for a user in the CI but that would require a secret in GH which would not work in PRs. Let's keep it simple and have a test only for unauthenticated users.
_The documentation is not available anymore as the PR was closed or merged._<|||||>@sgugger The fix is merged and deployed server-side so the test can now be added in `transformers` :)