It looks like this may be caused by an issue in the latest version of MySQL Workben, since achother user reported exactly this error within the last few days. The good news is that you. don't have to use MySQL Workbench to install, although usually (not now!) it's more convenient.
If you're familiar with the command line, you should try this — from the directory where you've unzipped your SQL:
mysql -u <username> -p<password> <databasename> < historic_data.sql
where username, password and databasename are the ones you chose when you created the schema. There should be no space between the -p and the beginning of the password.
You will also need to make sure that the command "mysql" at the command line is going to the path of the mysql programs, otherwise your system won't recognize this command. (NB. You can also find all the command line installation instructions in our original version of the manual on the site. )
Hopefully this sorts out the problem but if you're still having issues please contact us directly using the "Contact Us" form on the site and we can troubleshoot your local installation if you let us know what errors you're getting - we'll need to know what OS you're on as well of course.