Extracting districts from big shapefile data

I downloaded the dutch districts/neighborhood shp files from cbs.nl in order to extract the neighborhoods from the huge shapefile.
I try Geoprocessing Tools… Clip/intersect but do not see what I gain from that step in order to be able to export every district separately to a KML for example.
Here the newer dataset showing buildings with values:

Here the dataset from 2006 showing noise pollution rather connected to areas:

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