download complete dataset and in parallel processes

wget -c --input SJHGG.txt

You can use xargs

-P is the number of processes, for example, if set -P 4, four links will be downloaded at the same time, if set to -P 0, xargs will launch as many processes as possible and all of the links will be downloaded.

copy from https://stackoverflow.com/questions/3430810/multiple-simultaneous-downloads-using-wget

cat SJHGG.txt | xargs -P 0 -I{} wget -c {}