You can download it directly. Clone this repository and load the data yourself (it helps you learn the general case of loading when there is no package to load the data)
https://github.com/JuliaComputing/JuliaAcademyData.jl
There are problems with getting data using the package. I created an issue a while ago.
https://github.com/JuliaComputing/JuliaAcademyData.jl/issues/2