You don’t bring your project materials per se. You need to bring a sketch, a drawing, a photo, or something else so you can discuss what your project is going to be. If you’re trying to replicate something that already exists you could bring that item. This is like “Show & Tell” to describe your planning.
Part of the objective is to ensure that people have a project in mind so they can continue the learning by doing something shortly after the training before they’ve forgotten everything. I suspect that another goal is to confirm that your project is in fact a suitable manual mill project, which depends partly on your prior experience.
Nothing to worry about; just if you have an upcoming project, we could discuss the feasibility of doing it on the mill and consider what other tools may better serve.