Use `git clone https://github.com/chenzRG/Cancer-Multi-Omics-Benchmark.git` to clone the repository here containing the `download.sh` script to download the multi-omics benchmark datasets. If completed, the directory structure should look like this:

```
multiomics_benchmark_data/Cancer-Multi-Omics-Benchmark/Main_Dataset/Classification_datasets/GS-<dataset_name>/<preprocessing>/
```