There seem to be a few scripts which are loading the data and visualizing a few examples using matplotlib.
E.g. have a look at this script 9, which loads the data using pandas.
After loading, you can directly index the DataFrame using .iloc and reshape the numpy array to [28, 28] in order to get the appropriate shaped images.
If you are planning on creating a custom Dataset, you could load the data in the __init__ method and get each sample in __getitem__.