Dear John,
At the top of the notebook it is stated:
For this to work:
Download data from https://www.kaggle.com/c/cifar-10/data
Remove headers from the CSV BEFORE running this code
in the images training folder copy 1.png to 0.png and add the same label inside training labels.

Did you get the data from Kaggle?

CIFAR-10_-_Object_Recognition_in_Images___Kaggle.jpg1284×643 101 KB