Hi Read, James,
Thank you for reaching out to us on the Microsoft Q&A forum.
We tested the steps on our end, and it is working fine. Please ensure you have followed the instructions carefully: after downloading the ZIP file, extract it to the correct location (C:\Users\Student\Downloads\01-prepare-data).
Then, follow the steps in the lab instructions to access the CSV files. Kindly refer to the screenshot for guidance.
If you are still facing any issue, please let us know in the comments and where you are encountering this error along with the screenshot for reference. We are glad to help you.
If the information is helpful, please Accept Answer and Upvote so that it would be helpful to community members.
Thank you.