I don’t know if there’s much you can do about it, but the SSL certificate for the Wine dataset from archive.ics.uci.edu has an issue and so Scidata.Wine.download (on page 128) fails with a bad certificate error. Maybe need to contact the host (or wait it out)… or switch to a different dataset?
FYI: I raised an issue on the Scidata repository as well so they know about it - Iris and Wine dataset download fails with Bad Certificate · Issue #39 · elixir-nx/scidata · GitHub