The file you downloaded is in zip format.
Support for zip files is built into Windows and Mac systems via the Windows Explorer and Finder respectively. You should just be able to double-click the file and it will open.
You'll need a third party app to open it on an iPad/iPhone or Android device (phone or tablet). There are free apps available. Here are a couple of links to instructions on how to proceed.
For an iPad/iPhone try following the instructions here: http://osxdaily.com/2013/05/13/open-zip-files-iphone-ipad/
For an Android device try following the instructions here: https://www.wikihow.com/Open-Zip-Files-on-Android