WRDS provides you with a lot of guides and support:
Support: learn about the available data sets at WRDS, how to access them remotely or on the WRDS Cloud high-performance computing cluster, and how to use the data in your research.
The WRDS Research page is intended to help you get started with your research using WRDS data. The WRDS Research Applications, SAS macros, research guides, and sample programs will assist you in replicating well-known empirical papers and can serve as a starting point in your own original research.
