Not all secondary data is immediately available. You'll encounter different access levels:
Publicly Available Data: This is free and open to everyone, often found on government websites, data set repositories, or available upon request from a journal article's author(s). You can usually just download it.
Restricted Access Data: Gaining access to restricted data is a highly controlled process that is not available to the public. It typically involves a rigorous application and approval process, often for specific research or business purposes. For these reasons, you are discouraged from using restricted data sets.