Celestial Bodies Database - Build a Celestial Bodies Database

I have finished Step 1 on this challenge but nothing happens when I try to download universe.sql from CodeAlly. I read a solution which is by generating an SSH key but the instruction is unclear. I am a complete beginner at git. Can someone provide me with a step-by-step solution? Thank you.

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Challenge: Celestial Bodies Database - Build a Celestial Bodies Database

Link to the challenge:

I always just copied the files to my computer and uploaded them. I found this post if you want to take a look.