To install this dataset in your current directory use
datalad install https://web.corral.tacc.utexas.edu/neuroscout-datasets/SherlockMerlin/To install with all sub-datasets add -r. To get all the data add -g. To get data in parallel add -JN, where N would be the number of parallel downloads.
For more information about DataLad and installation instructions visit datalad.org