These are huge databases for use with SAGE.  Download them and type e.g.,

   sage -i stein-watkins-ecdb.spkg

to install the corresponding database. 

NOTE: During installation, the database is extracted in the
$SAGE_ROOT/spkg/build directory.  This is space that is completely
wasted.  You should delete e.g., $SAGE_ROOT/spkg/build/stein-watkins-ecdb
after "sage -i".