We can programmatically grab data directly from web pages using Node.js tools like Cheerio, allowing us to scrape and parse this data for our projects and applications. With Cheerio, we can send a GET request to the desired webpage, create a Cheerio object with the HTML, navigate through the HTML, retrieve DOM elements, and filter specific data using functions such as filtering by class or ID, regular expressions, and more. By using these techniques, we can access a wide variety of information from the internet programmatically, enabling us to build applications that utilize this data for training neural networks to generate classic music, among other uses.