Install the data.table package on your machine: install.packages("data.table"). For certain operating systems, you may see a note about "OpenMP support", but you can ignore it for this tutorial. If you intend to use data.table regularly for its performance advantages, then you'll want to address that warning.
Read the data.table introductory vignette.
Clone this repository to your local machine.
Obtain the "Medicare Data File" via finding it on the listing here (or directly from here, but reading through those publicly available datasets is enlightening). Decompress that file into your clone of this repository.
During the interactive session, we will work through the tutorial in the tutorial.R file in this repository.
There are several data.table tutorials easily findable via google, including practicals and video walkthroughs. Make sure to dig through a few pages of google returns, as the first page is the subsidized content (which isn't bad, but is trying to sell you as well). I particularly recommend: Epidemiologist R Handbook (also recommended beyond just the data.table content).