Does the person who downloaded the data deserve to be a co-author? As a part of my post-doctoral project, I am working on some problem. Apart from my post-doc mentor, another junior member had been added to the project to assist me and been given the position of ``Junior Research Fellow'' (JRF). Initially, I thought that a proper person who would be able to learn the methods of my field would be chosen to do the job but the person X was chosen who is from a different background. I still hoped that X would learn at least basic things (which are not very difficult) and would be able to help me. However, X kept telling me that they want time to learn and in my frank opinion, never tried even a bit to learn anything. 

In the meantime, I gave a very simple work to X : Download around 150 data-files from the Internet and name them as I want. Even this took long time but this is the only thing that X has done during the whole year. 

On the other hand, I studied the whole problem, did literature survey, discussed with various experts in the filed, found a proper way to solve the problem and built 3 complex codes to work things out. Now we have nice results which can be published in my opinion. Now my mentor tells me to add X as the second author of our paper. I am quite unhappy with this and I expressed my opinion to the mentor. But according to the mentor, we must add X because we must show funding agency that everybody worked together. I am surprised at this and hence I am asking whether this is really normal and how should I handle the situation.
The proper answer here is clearly that this person does not deserve to be an author.  Downloading a bunch of data files is not any kind of intellectual contribution to the research.  It may have been a necessary task, which was required to get the project operational, but the same could be said about administering your institution's e-mail server or keeping the HVAC system you use operational.  Workers that do not contribute intellectually to a project do not merit authorship on papers, although they could be thanked in the acknowledgements, if they put in a large amount of time in support of the project.

You seem to be concerned that your funding agency may not want to see people paid to work on a project who are not authors on the resulting publications.  While some agencies may have concerns about this, what they are ultimately worried about is whether their money is being spent on the research it was intended to fund; they do not want the funds redirected to other projects.  They must also understand that some money is going to go to people who do not end up making intellectual contributions to any papers.  Some people just end up doing scut work; some people quit before they make any progress; some research projects unfortunately never produce anything publishable.  All these situations will be familiar to the funders; they may not be thrilled about any of them, but they know that they do happen.