To obtain data from DataLink, you have to use the MetaStock program called the Downloader to obtain the data from MetaStock.
To access the downloaded DataLink data in NeuroShell Trader, you need to map the directory where the data is stored on your computer in NeuroShell Trader.
To learn how to map directories, watch this video:
https://nstsupport.wardsystemsgroup.com/support/mapping-data-files-video/
As an example, the Datalink data we downloaded was stored in c:\metastock data\nasdaq 100\ . You may have to individually map each exchange rather than the entire MetaStock data directory so NeuroShell Trader finds the Emaster file, which is a MetaStock file that controls how the data is formatted.