The PGExercises PostgreSQL tutorial is designed for use with a distributed SQL database such as YugabyteDB. The dataset used by the website consists of three tables and relationships that are modeled in an ER diagram. To run the exercises, users must first download and install YugabyteDB on their system, followed by downloading and installing the PGExercises database, which includes scripts to create tables and load sample data. Once installed, users can use the ysqlsh command to enter the PostgreSQL shell, where they can execute SQL queries and interact with the database. The tutorial covers 81 exercises across various topics, including simple SQL queries, JOINs, aggregations, and more, although some exercises have known issues that may affect their behavior on YugabyteDB.