Thank you very much for the answer. I'm using Windows 10 and I installed Gretl using
the installer .exe. I managed to download the datafiles for Stock-Watson book directly
form the Gretl page and then opened them successfully. I also managed to do some
regression exercises during the lectures. I also manage to open datafiles that don't
need to be downloaded. The only PDF help file that I manage to open without any problem is
"gretl + DB.NOMICS". When I try to open a PDF help file offline an error message
pops up: cURL error 6 (Couldn't resolve host name). Also when offline "gretl +
DB.NOMICS" is the only file that I can successfully open. I'm not sure about any
non-ASCII characters in my Windows user name nor the language I'm running Gretl in.