WRDS (Wharton Research Data Services) is a platform that provides access to a number of financial, accounting, banking and economic datasets:
You can access both CRSP and Compustat datasets through the WRDS platform.
WRDS can be accessed online from any computer on the McGill network. If you are off campus, you can by VPN us the following proxied link that will authenticate you as a McGill user.
To login to WRDS, you will need to request a separate, temporary WRDS account. You can do this by submitting your email address in the appropriate place on the WRDS home page.
Information on how to access WRDS will then be send to you by email.
Once you have logged in to WRDS, you'll see a listing of all the available datasets, including CRSP and Compustat. Within each of those you will find links to documentation, etc as well, of course, as the interface for specifying your query.
WRDS provides a number of resources to help you to learn how to use the platform. These can be found under the Support menu on the upper right-hand side of the screen. A few specific resources that you will want to consult include:
Each of the databases has a step-by-step query page that guides you through the process of querying data. Each also has online documentation and guides to help you to understand the scope and use of the database.