This downloads a file from the internet. It goes to cdn.jsdelivr.net. Descarga el intérprete de Python (unos 12 MB) y los paquetes que tu código importe (numpy, pandas…) desde jsDelivr. Tu código y tus ficheros no salen del navegador. Nothing of yours is sent, though that server does see your IP and which file you ask for.
They stay in your browser: they are not uploaded anywhere.