I just (December 12, 2018) downloaded the training manual and data. I'm trying to get started but I cant find the first part to download the OpenStreetMap part.
"In the Vector menu dropdown, select OpenStreetMap -> Download Data. You can then manually enter the co-ordinates of the region you wish to use, or you can use an existing layer to set the co-ordinates."
I see the Vector menu on the top ribbon, but the dropdown does not have the right option. I cruised around but didn't see a way to add it.