The data should be downloaded from https://www.kaggle.com/olistbr/brazilian-ecommerce, and placed into the data folder.
The folder structure should thus be:
.
+-- data
¦ +-- brazil_state_data.csv
¦ +-- olist_customers_dataset.csv
¦ +-- olist_geolocation_dataset.csv
¦ +-- olist_order_items_dataset.csv
¦ +-- olist_order_payments_dataset.csv
¦ +-- olist_order_reviews_dataset.csv
¦ +-- olist_orders_dataset.csv
¦ +-- olist_products_dataset.csv
¦ +-- olist_sellers_dataset.csv
¦ +-- product_category_name_translation.csv