Downloadable documents on this site are PDF (Portable Document Format), WORD or POWERPOINT formats. To open these programs there are many free solutions available, as well as payed solutions.
The most used PDF viewer is the free Adobe Reader. And here you can find an extensive list of alternative PDF-reader solutions.
WORD & POWERPOINT
You can open these with the Microsoft office suite, but there are also a lot of free alternatives, like OpenOffice and LibreOffice.