The data linked to from the course website represent data collected from the accelerometers from the Samsung Galaxy S smartphone. A full description is available at the site where the data was obtained:
http://archive.ics.uci.edu/ml/datasets/Human+Activity+Recognition+Using+Smartphones
The data for the project:
https://d396qusza40orc.cloudfront.net/getdata%2Fprojectfiles%2FUCI%20HAR%20Dataset.zip
In the run_analysis.R script, you can get tidy.txt file in your workspace directory.
You should put and run run_analysis script in "UCI HAR Dataset"