How to use material2 data table

I am trying to implement Material2 data table. But I am not able to understand how to use it in proper way.

import {Component, ElementRef, ViewChild} from '@angular/core';
import {DataSource} from '@angular/cdk';
import {BehaviorSubject} from 'rxjs/BehaviorSubject';
import {Observable} from 'rxjs/Observable';
import 'rxjs/add/operator/startWith';
import 'rxjs/add/observable/merge';
import 'rxjs/add/operator/map';
import 'rxjs/add/operator/debounceTime';
import 'rxjs/add/operator/distinctUntilChanged';
import 'rxjs/add/observable/fromEvent';

@Component({
  selector: 'table-filtering-example',
  styleUrls: ['table-filtering-example.css'],
  templateUrl: 'table-filtering-example.html',
})
export class TableFilteringExample {
  displayedColumns = ['userId', 'userName', 'progress', 'color'];
  exampleDatabase = new ExampleDatabase();
  dataSource: ExampleDataSource | null;

  @ViewChild('filter') filter: ElementRef;

  ngOnInit() {
    this.dataSource = new ExampleDataSource(this.exampleDatabase);
    Observable.fromEvent(this.filter.nativeElement, 'keyup')
        .debounceTime(150)
        .distinctUntilChanged()
        .subscribe(() => {
          if (!this.dataSource) { return; }
          this.dataSource.filter = this.filter.nativeElement.value;
        });
  }
}

/** Constants used to fill up our data base. */
const COLORS = ['maroon', 'red', 'orange', 'yellow', 'olive', 'green', 'purple',
  'fuchsia', 'lime', 'teal', 'aqua', 'blue', 'navy', 'black', 'gray'];
const NAMES = ['Maia', 'Asher', 'Olivia', 'Atticus', 'Amelia', 'Jack',
  'Charlotte', 'Theodore', 'Isla', 'Oliver', 'Isabella', 'Jasper',
  'Cora', 'Levi', 'Violet', 'Arthur', 'Mia', 'Thomas', 'Elizabeth'];

export interface UserData {
  id: string;
  name: string;
  progress: string;
  color: string;
}

/** An example database that the data source uses to retrieve data for the table. */
export class ExampleDatabase {
  /** Stream that emits whenever the data has been modified. */
  dataChange: BehaviorSubject<UserData[]> = new BehaviorSubject<UserData[]>([]);
  get data(): UserData[] { return this.dataChange.value; }

  constructor() {
    // Fill up the database with 100 users.
    for (let i = 0; i < 100; i++) { this.addUser(); }
  }

  /** Adds a new user to the database. */
  addUser() {
    const copiedData = this.data.slice();
    copiedData.push(this.createNewUser());
    this.dataChange.next(copiedData);
  }

  /** Builds and returns a new User. */
  private createNewUser() {
    const name =
        NAMES[Math.round(Math.random() * (NAMES.length - 1))] + ' ' +
        NAMES[Math.round(Math.random() * (NAMES.length - 1))].charAt(0) + '.';

    return {
      id: (this.data.length + 1).toString(),
      name: name,
      progress: Math.round(Math.random() * 100).toString(),
      color: COLORS[Math.round(Math.random() * (COLORS.length - 1))]
    };
  }
}

/**
 * Data source to provide what data should be rendered in the table. Note that the data source
 * can retrieve its data in any way. In this case, the data source is provided a reference
 * to a common data base, ExampleDatabase. It is not the data source's responsibility to manage
 * the underlying data. Instead, it only needs to take the data and send the table exactly what
 * should be rendered.
 */
export class ExampleDataSource extends DataSource<any> {
  _filterChange = new BehaviorSubject('');
  get filter(): string { return this._filterChange.value; }
  set filter(filter: string) { this._filterChange.next(filter); }

  constructor(private _exampleDatabase: ExampleDatabase) {
    super();
  }

  /** Connect function called by the table to retrieve one stream containing the data to render. */
  connect(): Observable<UserData[]> {
    const displayDataChanges = [
      this._exampleDatabase.dataChange,
      this._filterChange,
    ];

    return Observable.merge(...displayDataChanges).map(() => {
      return this._exampleDatabase.data.slice().filter((item: UserData) => {
        let searchStr = (item.name + item.color).toLowerCase();
        return searchStr.indexOf(this.filter.toLowerCase()) != -1;
      });
    });
  }

  disconnect() {}
}

Above is the code of datatable that is very confusing for me. Even their documentation is very poor. Can someone explain what is the flow of above code?

Please ignore if you feel question is too basic to ask?