I would suggest unzip files to your "My Documents" folder for ease of finding.
 
Instructions:
You will need to do the following immediately again upon starting this new version, or it will not work:
Tools
Database Utilities
Linked Table Manager
Select All
OK
Browse to Path of SteelChallenge-Data.mdb file
Should get confirmation that Linked Tables have been refreshed
OK
Close
 
MS Access changes, if not already done:
Tools
Options
Edit/Find
In the Confirm area untick: Record changes & Action queries