The lab01.dat is just a link on his page. You click this link and its just a list of names. It's not an actual file that I can download.
Usually if you right-click on a link you will get various options (depending on which browser you use), such as "Save link as" (Firefox) or "Save target as" (Internet Explorer). It is better to do this, rather than copy+paste the text displayed on the screen, because it works for any type of file such as jpg images or mp3 sounds.
Note: when you do this, you will have created a COPY of the file on your own computer. Now you just need to write a program to duplicate the file so you have two identical files.