In order to set this up, you'll need to restore from the WineQuality.bak file. You'll also need to configure SQL Server ML Services on whatever device you want to run this sample on.
You can then either run through the .ipynb file or the .sql file to create and train the model.
In order to set this up, you'll need to restore from the WineQuality.bak file into a new instance of Azure SQL DB. By sending an email to SqlDbML@microsoft.com with your server name, you can enable ML Services with R. You'll want to make sure you have a Gen5 instance of Azure SQL DB. For more info on the differences between on-prem and Azure for ML, see here.
You can then run through the sql-r-azure.md file in your R IDE of choice and SSMS.