Thanks!
wget https://download.pytorch.org/models/vgg19-dcbb9e9d.pth
and then
mv vgg19-dcbb9e9d.pth ~/.torch/models/
solved the problem.
The line cnn = torchvision.models.vgg19(pretrained=True) still did not work though, before downloading with wget.
Not sure if it’s problem of mine or not…