The first time that you run that command iconclass.get("0") - the software looks for a data file called ‘iconclass.sqlite’ in the same directory you are running the command.
When this data file is not found, it tries to download the datafile form the URL you showed, and save this datafile for future reference.
Can you check if the download worked, and you now have a new file named “iconclass.sqlite” on your disk in the same directory that you ran the python command?