Click on the link to download the MSWord file on the page you just came from. If your computer is very clever you may be presented with the document automatically. Otherwise, you will be given the option to save the file onto your computer. You should keep the suggested filename when saving the document, but can specify where on your computer the file should be saved. Then either double-click on the file you've just saved, or open Word and open the document file you've just saved. You may have to navigate to the directory/folder where you chose to save it.
If you use Windows (3.1/95/98), you can download the free "Word 97 viewer" (which can also view Word 6 files) from the Microsoft Website. Try going here, or if that doesn't take you straight to the right place, download directly from here (Windows 3.x) or here (Windows 95/98). You'll need to run the file downloaded by these links which will install the viewer. Then follow the instructions above.