Individual Files: You can simply download the dvi or postscript (ps) files to your system, and view them with a viewer (such as xdvi or ghostscript on unix systems) or print them out. They can also be viewed "on the fly" with most browsers.
In Netscape if your system is set up correctly when you click on the link to the dvi file a viewer will open. Under Unix you may need to add the following two lines to your .mailcap file in your home directory. (If you don't have one, create one).
gzip Files: If you download the gzip files, you should save them to your disk. In unix, then gunzip them ("gunzip all.dvi.tar.gz") and then untar them ("tar xvf all.dvi.tar") to create a list of files, which you can then view or print. On a Mac or PC, something should work, I'm not sure what. Maybe someone will let me know.