the fourth data is (train_data, test_data, previous_data, and information_history_data). The goals is searching user's rate on the loan to bank. I confused first step to doing because there many datasets (4). If first step preprocessing data, which is dataset will preprocessing the first? I used R language. Thank you

The fourth dataset contains (train_data, test_data, previous_data, and information_history_data). The goal is to search for a user's rating on the loan to the bank. I am confused about the first step for doing this because there are many datasets (4). If the first step is to preprocess the data, which dataset will be preprocessed first? I am using the R language. 

Thank you.