If you can get to the site where you can download it, isn't there information about how to do it?

Or just click the download link( and make sure it goes to a file or desktop where you can find it easily).
Then often you just click that downloaded file and it may open automatically.
If not it will usually pop up an info box telling you what is needed to view it.

VLC player will play nearly anything and free.
I'm assuming you use Microsoft Windows so here is the link for it
http://www.videolan.org/vlc/download-windows.html