Once you're logged into WRDS, select a dataset under Subscriptions or All Data.
Each dataset has multiple files or sub-datasets for you to select from (e.g., to get to the Quarterly Updates Monthly Stock file in CRSP, you have to go to Subscriptions or All Data > CRSP > Quarterly Update > Stock/Security Files > Monthly Stock Files).
The Web Query Form for each file will look similar to this.
Step 1: Enter a date range.
Step 2: Enter company codes, upload a .txt file, or search the entire database (this can take awhile).
To upload a custom list of companies to get data for, create a .txt file with one company identifier per row. See instructions.
Note: This must be a .txt file (use Notepad on a Windows computer or TextEdit on a Mac, or another text editor like Sublime Text).
Note: Not all datasets accept the same company identifiers.
Step 3: Select query variables.
Step 4: Select the output (e.g. csv).
Press Submit Query. If a new tab doesn't open automatically, click on the query's number in the banner notification saying the query was successfully submitted. When the download is complete, click the link in the results section to view and/or download the data.