The provided sample is a SQL file with 10k rows of data that can be imported into your MySQL database. They also provide two Python tutorials on how to do the import.
What can you do with this free famous quotes database?
You can simply use it for your projects. You can learn how to import data into a database using your new programming language. You can practice CRUD operations using different programming libraries. You can make mini projects using it just to learn how some programming languages work.
A quick tip: You can use threads to import your database faster.