Downloading a file from Terminal
If you follow their HTML, they do some tricks to hide the actual source of contents.
The file you want to download, can be downloaded from the source where they are getting it with the command:
wget http://jaist.dl.sourceforge.net/project/kaldi/wsj0-train-spkrinfo.txt
So, it is not you are lacking in Unix knowledge, at the end of the day, they are just being obtuse on purpose.
You can also access all the files of this project (kaldi) in their main page at https://sourceforge.net/projects/kaldi/files/ (older version, pointed by your original link)
And going there, you see there is a newer version at https://github.com/kaldi-asr/kaldi
Your link "looks" like a text file link that should download the way you tried, using wget
- you did everything correctly. The problem is that the people running the website are behaving "trick-ily" - they've configure the website so that the link is not really a text file, and they want to force you to navigate through their web interface and perform at least one more click. I hate such websites, but its their content, so its their rules.
Maybe someone else will step forward with a workaround, but be aware, that no workaround will be generic to all websites, or even necessarily different pages on the same site.
As it actually says on the page itself:
wget -O wsj0-train-spkrinfo.txt \
'https://es.osdn.net/frs/g_redir.php?m=kent&f=kaldi%2Fwsj0-train-spkrinfo.txt'
But there is no general rule for this unfortunately, it depends on the implementation of the page.