First off I have no idea which are to post this in so I apologise if its the wrong area of the forum

My question relates to data from external websites etc

How do I go about pulling data from an external website so I can show it myself. Preferably via SQL?

I say preferably via SQL so I can use search terms etc (IN ('123', '1234') etc....

I don't know where to start in terms of tutorials etc.... I dont know what to google or anything

Discalimer: This is all above board, the dat I want to pull is public data and is encouraged to be shared.