What steps do I need to take to install a local copy of a live website?

wp-cli makes use of your wp-config.php credentials to connect to the db, so the fact that you are getting the install screen, and not getting any errors (I assume) when running wp-cli commands says that you seem to have it configured correctly. My only thought would be that your $table_prefix value doesn’t match the tables you’ve imported.

Hata!: SQLSTATE[HY000] [1045] Access denied for user 'divattrend_liink'@'localhost' (using password: YES)