The data should be retrieved from the following URL : https://d396qusza40orc.cloudfront.net/getdata%2Fprojectfiles%2FUCI%20HAR%20Dataset.zip Then, unzip it in your working directory.
Sourcing the run_analysis.R file will load the data into R, perform the required transformations and write the resulting tidy data set to a file called my_tidy_data.txt in your working directory.