Templates are managed in the plugin manager, and no, they don't need to be downloaded somewhere. Read more: https://aerosys.blog/templates
The error sometimes appears because the "useSnippets?" settings is incorrectly set. Make sure that in the command to generate a dungeon, the setting "useSnippets" is either on or off. This setting is also explained here: https://aerosys.blog/eventing-rpg-maker-mz