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In this tutorial, the presenter explains how to pull a company's financial statements into Microsoft Excel using data from the Wall Street Journal's website. The focus is on Walmart Inc.'s financials over the last five years. The Wall Street Journal is preferred because its data is organized in a download-friendly table format for Power Query. The presenter highlights the ease of manipulating the URL to access different data types, such as selecting between annual income statements, balance sheets, or cash flow statements. By clicking on "quarterly," the URL automatically updates to display quarterly data, enhancing the flexibility of data retrieval for analysis.