Following the inputs from the page you linked,
data = ResourceData["Tornadoes in the U.S., 1950-2015"];
The data in question is now loaded into memory (and stored as a LocalObject
so you don't have to redownload it). Now you can do what you like with it. If you want to export the data, just use Export
Export["data.m", data];
As to how to perform operations on it - that depends what you want to do. The data is in the form of a Dataset
so start with the documentation there.