NHANES data is saved in a SAS transport file (.XPT). The SAS transport format allows the data file to be extracted on Windows, UNIX, or Macintosh based systems. However, this tutorial focuses on Windows-based systems.
The steps to download the data and related documentation are similar to the steps presented in the Locate Variables module. However, now that you've completed researching your variables and know which ones you are going to include in your dataset, you only need to download the documentation for the data files you've included.