We just added BUILD SCRIPTS to our data download!
People have mentioned that they had some issues in creating the tables needed to import the data. We added build scripts to the data downloads that should make that easier if you are using MySQL, MS SQL Server or Oracle.
Simply unzip your data download as you normall would. In the folder you will find scripts that can help you build the tables that you then import the data to.
Hopefully, this will make the import process a lot easier for you. You still need to add indexes and foreign keys if you like. The scripts are intended to get the data into your database where you may want to transfer it to other tables or otherwise massage it. So we did not add any indexing or foreign keys to these scripts assuming the tables are only temporary.