1. Download and install miniconda python distribution for your OS if not already installed. Anaconda is also fine.
2. Create virtual environment and install dependencies:

conda create -n wave python=3.8
conda activate wave
conda install -c conda-forge mne-base scipy matplotlib scikit-learn numpy pandas

3. Download the data archive from here; extract the files into the projects' root
4. Launch the analysis from the projects' root folder with

python main.py

You should see the resulting plot with the ROC-surve in the end.