Can someone walk me through the steps of loading an existing site into local

I need to take a site thats on my bluehost that was in development and move it local - I saw where I can zip the wp-content folder with the sql file and upload it? whare is this option to do so at? Is it at the add site stage of creating a new site?

Can I not just import a database into local by itself?

Is there any vid on this or documentation?