If all you want to do is play with the data the easiest way is probably just to copy the text you want into a (decent) text editor, then using regexp change the lines to SQL insert statements. For tabular data like this Excel is often an easy tool to use, just insert extra columns between the original table columns, and add the SQL you need (ie the apostrophes, commas, etc.).
If you want to learn screen scraping I’d use footie results – they’re weekly, and always have the same format. There are also more data to play with, and it’s a lot easier to work out what the next match is.