Hi,
You can access the exercise data here.
That book is quite old and is out of print, so the functionality of the final version of ArcMap (10.8) will likely differ from the book. The latest GIS Tutorial book is for version 10.8, available here.
Since ArcMap is now in extend support, users are strongly encouraged to migrate to ArcPro. Our latest GIS Tutorial title is GIS Tutorial for ArcGIS Pro 2.8, available here.
Let me know if you have any questions,
Craig