event_download: Fix the cache directory creation

os.mkdir() will fail is the directory already exists. On the first
launch, $CACHEDIR is quite likely to exist, but not
$CACHEDIR/pmu-events and so getdir() will throw an exception on the
first os.mkdir().

Use os.makedirs() as it never fails (a la mkdir -p)

Signed-off-by: Damien Lespiau <damien.lespiau@intel.com>