If you’re using a data set or a specialized kind of software or measurement tool, you should cite it in your reference list.
Of course you don’t have to cite common types of software such as Microsoft Word or Adobe Photoshop, nor do you have to account for the use of universal programming languages (e.g., Java).
Here is the basic format:
Rightsholder, A. A. (Year). Title of program (Version number) [Description of form]. Location: Name of Producer.
Brazilian Department of Soccer Statistics. (2007). Goal Scoring Efficiency of Forwards in a State of Post-Carnival Inebriation, 1999-2004 [Data Set]. Retrieved from https://brasiliasoccerfoundation.org/mental-health/datasets/
If the online source includes a DOI, you can provide that instead of the URL. For links to important data sets and repositories, check out this APA page.
HyperAware (Version 3.2) [Computer software]. Rushtown, CA: Caffeine Press.
For other measurement tools, simply adapt the basic format to your needs.
For more information, please consult pp. 210-11 of the Publication Manual of the American Psychological Association (6th ed.).