Data can be downloaded from the kaggle competition page on digit recognition.
It can be put into any directory you choose.
The path where the data is located should be placed in a file called datapath.txt.
The file example_datapath.txt shows an example which points to the local directory.
The path should then be read from this file using
with open('datapath.txt') as f:
datapath=f.readlines()[0].rstrip()