[Internal] Add download target to MakeFile (#1125)

## What changes are proposed in this pull request?
This PR introduces a download target which is a wrapper around `go mod
download`. The rationale behind introducing this target is that we can
change the underlying implementation of this target for `dev/sdk-mod`
branch in which there is no go.mod at the root repository so we need to
either manually run download for all the go modules or introduce a make
target like
[this](https://github.com/databricks/databricks-sdk-go/pull/1123/files#diff-76ed074a9305c04054cdebb9e9aad2d818052b07091de1f20cad0bbac34ffb52).
One could say that we can just add this target for SDK mod but we need
to update integration test workflows accordingly. I think this is a
better way than having an if/else statement in the workflow.

## How is this tested?
Locally run `make download`

Makefile

@@ -28,8 +28,12 @@ vendor:
 	@echo "✓ Filling vendor folder with library code ..."
 	@go mod vendor
 
+download:
+	@echo "✓ Downloading dependencies ..."
+	@go mod download
+
 doc:
 	@echo "Open http://localhost:6060"
 	@go run golang.org/x/tools/cmd/godoc@latest -http=localhost:6060
 
-.PHONY: fmt vendor fmt coverage test lint doc
+.PHONY: fmt vendor fmt coverage test lint doc download