If you're referring to the .torrent files, depending on what you're looking for, they'll usually be of a different format. For the .torrent files, you'll be needing a client in order to download from wherever you found them. So basically, you'll be needing a program that downloads these files then depending on what they are(music, videos, images), you'll be needing their respective media player(Windows Media Player usually covers all these bases, except images).
Hope this helps.
~C_L~