Hello! I need to export the entire data set to a .csv file. I don’t understand at all how to use this data set or how to manage it. I just don’t know in which extension do the files come or what program do I need to read this files. I need some help about the basics of how to use this data set as the webpage is just not helpful for me. I am trying to create a data set to use in stata. I am using windows 10. Help, please!!!
You would never be able to open a csv containing 2 million releases. No programs would be able to, I guess.
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This should be the beginning! 
Here is the documentation for the MusicBrainz Database
To summarize, you must setup a local MusicBrainz server along with a PostgreSQL database. Both are included as containers within the virtual machine that requires VirtualBox which is available for Windows 10.
Not necessarily. Each table in the schema would require a different CSV file.
Instead of exporting whichever data you want from that PostgreSQL database to CSV file using a COPY command, you may prefer to directly import data from PostgreSQL to Stata using its ODBC support (although I never used Stata).
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Data science programs are able to, see Automatic memory management in Stata. It would still require a huge amount of RAM, thus it would probably make sense to filter data before feeding Stata with.
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I can recommend another one:
Well documented, E-Learning Course, nice community, many connectors/nodes and open source licensed
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