To set up, it is recommended to open this project with Visual Studio Code. The Postgres plugin should be enabled automatically.
To get access to the database (after you passed all the mandatory GDPR compliance trainings and such) contact someone in the TECH team.
Afterwards you can just open one of the scripts, right click and "Run Query".
Be careful with anything that's not SELECT, also keep in mind to keep the data private, if not anonymized.