Hi Michele Hart,
Thank you for reaching out to us on Microsoft Q&A forum.
In the lab section, you'll find detailed instructions guiding you through the tasks. Everything is clearly outlined, including where to download necessary files and what actions to perform to complete the module successfully.
Open the lab and navigate to the AllFiles (D:) drive. There, you can find the 'Power BI for Tableau' folder as shown in the screenshots below.
If you are still facing any issue, please let us know in the comments. We are glad to help you.
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Thank you.