Download a GeoNames dataset. At the time of writing, you can find some of the datasets ready to be downloaded from http://download.geonames.org/export/dump/. You may decide which dataset you want to use; if you want to follow this recipe, it will be enough to download the Italian dataset, IT.zip (included in the book's dataset, in the chp08 directory).
If you want to download the full GeoNames dataset, you need to download the allCountries.zip file; it will take longer as it is about 250 MB.