Use the script in utils
Since we have the script `download_glue_data` in the utils folder, changing the instructions in the README for the GLUE example to use it for now (of course nlp will ultimately make this even easier) since it's easier than copying the gist in a local file.
# [Codecov](https://codecov.io/gh/huggingface/transformers/pull/5224?src=pr&el=h1) Report
> Merging [#5224](https://codecov.io/gh/huggingface/transformers/pull/5224?src=pr&el=desc) into [master](https://codecov.io/gh/huggingface/transformers/commit/c01480bba3b2f0bd8516679476235f4701c21b3b&el=desc) will **decrease** coverage by `0.00%`.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/huggingface/transformers/pull/5224/graphs/tree.svg?width=650&height=150&src=pr&token=9qOlN6Hb1c)](https://codecov.io/gh/huggingface/transformers/pull/5224?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master    #5224      +/-   ##
==========================================
- Coverage   77.98%   77.98%   -0.01%     
==========================================
  Files         138      138              
  Lines       23839    23839              
==========================================
- Hits        18592    18590       -2     
- Misses       5247     5249       +2     
```


| [Impacted Files](https://codecov.io/gh/huggingface/transformers/pull/5224?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [src/transformers/modeling\_tf\_utils.py](https://codecov.io/gh/huggingface/transformers/pull/5224/diff?src=pr&el=tree#diff-c3JjL3RyYW5zZm9ybWVycy9tb2RlbGluZ190Zl91dGlscy5weQ==) | `85.86% <0.00%> (-0.30%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/huggingface/transformers/pull/5224?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/huggingface/transformers/pull/5224?src=pr&el=footer). Last update [c01480b...45e8866](https://codecov.io/gh/huggingface/transformers/pull/5224?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
