Minor correction: you can set the config values with:
kg config -g -u USERNAME -p PASSWORD -c dogs-vs-cats-redux-kernels-edition
If you do that, it’s sufficient to run:
kg download
(without re-entering the variables)
Otherwise, if you haven’t set your config values, then you would use:
kg download -u USERNAME -p PASSWORD -c dogs-vs-cats-redux-kernels-edition