Consider using Pooch for docs

[arm61]

Currently data files are stored in the docs, we could use pooch (https://pypi.org/project/pooch/) and store them elsewhere -- this would lighten the load of the codebase.

[PythonFZ]

Another solution could be, to include the data files into the repository via https://github.com/iterative/dvc and use dvc pull during the documentation build process.