Hello @Madhukar Ayachit ,
Thanks for the question and using MS Q&A platform.
Yes, you need to create a Databricks workspace to import the downloaded files and to access resource (data files and jypyter code) you need to create a cluster and run the configuration file as shown in the part 3 video.
The following link which contains the resources which used in the Part 3: Training an ML customer model using your Azure Databricks lakehouse video.
Hope this will help. Please let us know if any further queries.
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