I have a question, is there a specific reason you don't want to download the dataset to Dataiku? Do you want to access the dataset in real-time maybe?
As and alternative to downloading to Dataiku, download it to your local system and then upload it to Dataiku seperately.
If you want to access it in real-time (or something close to it), try creating a scenario to keep refreshing the dataset periodically.
Hope this helps!!