The files are zipped, so you'll need to download then unzip them.
If you're using Windows, you can go to your Downloads folder, right click the zipped folder and select "Extract all." You'll then see a pop-up window that asks where you want to save the extracted folder. Choose where you want to save it, then it'll take a little time to unzip the files. The folder will then be available to open and you select the file that says "Speakeasy" and has a little black and white S icon to play. Here are some instructions if you need more help: https://www.pcworld.com/article/394871/how-to-unzip-files-in-windows-10.html