[feature] Provide the MNIST dataset

### Enter the chapter number

Chapter 3

### Enter the page number

_No response_

### What is the cell's number in the notebook

_No response_

### Enter the environment you are using to run the notebook

None

### Feature or improvement request

```python
from sklearn.datasets import fetch_openml
mnist = fetch_openml("mnist_784", as_frame=False)
```

gives
```sh
HTTPError: HTTP Error 504: Gateway Time-out
```

A better solution might be to simply provide this dataset at some repository, so that one can download and use.

### Why is this needed?

For beginners without this dataset, it is unclear how to proceed. If there is an alternate way of downloading the data, then one can simply download and follow through the examples.