The webuse command is used to load datasets directly from the Stata website. This is convenient as you dont have to download datasets locally first in order to use them. Unfortunately there's no way of browsing available datasets directly from the Stata interface (not that i know of in any case):
Basic syntax is webuse dataset, for instance:
webuse lbw, clear
describe
This gives us some information about the dataset in question, as well as where it was retrieved from. To browse available datasets just go to the directory on the Stata website.