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Extraction : It is the process of extracting data from different source file such as XML, excel, flat ....
Transformation: In this process data conversion take place such as string to int or date as per requirement.
Loading: It rear and final step to pour data in data base
We have lots of ETL technologies such as SSIS, TalenD, Informatic etc... most of them are free source except SSIS which is Microsoft product (Incensed ).
if you are a beginner it is better to learn from You tube.