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To start, the alpha version of the Windows client can be found here. Basically, if you click the Start button you'll have your very own SQLite database generated in the same directory as the .exe file. It can take some time, but there is an option to skip some tables which will greatly increase the speed (namely shot_chart_detail if you don't need every shot in the latest season, and play_by_play if you don't need every play). To connect and query this database, I use DBeaver, a great free tool. Set your connection to SQLite, allow it to install the required driver, and point it to the new DB that was generated. Here is an example query to find Russell Westbrook's total triple doubles in the 2020-21 season:
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