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installing the kohel database

I'm trying to work with modular polynomials and Hilbert class polynomials in sage, and I would try the code

Phi = ClassicalModularPolynomialDatabase()

The resulting error is a "LookupError: filename /opt/sagemath-8.6/local/share/kohel/PolMod/Cls/pol.002.dbz does not exist"

Okay, no big deal, I just need to download the right database follow the path that sage is looking for the file at and put it there right? The problem is, when I went to download the database, from the sage website ( I get a strange .gz document, that doesn't let me use the classical modular polynomial database like I need to. I'm I doing this right? If not, where can I download the required package, and if I am, what's the next step to be able to use this database in sage? I'm using version 8.6.