I am looking to get an online DB up and going. I am highly motivated but unsure where to begin. A site of reference is EconStats : GDP Industrial Production Money Supply Inflation US Japan China. He pulls his information from various sources such as the Bureau of Labor Statistics, Bureau of Economic Analysis, etc. He has a standard format in .csv files for all his tables. I need to know how I can process this much information in a similar fashion.

What I would like to do:

I need to pull the data from various websites an analyze it much easier. Currently, I pull the data individually which is time-consuming and burdensome. I can pull it, run a macro for formatting, vlookups for data mining, but it has become too burdensome. It seems EconStats has some automation in the process. How can I get to this point?