The more information you can give us, the better assistance we can offer. Which files are you attempting to download, open, and use? Are you on a PC or Mac? DO you have Pepakura Viewer or Designer?
The overview of the process is that all the files in The Armory here are .Zip files containing the various permutations of an individual Armor in one easy to download File. They are downloaded by clicking on the Orange "Download" button on the top right of each Armory Entry. Once the .Zip file has been downloaded you will need to extract the file, either using software like "WinZip" or by utilizing Windows File Exporter Utilities to "Extract All" by right clicking on the .Zip File. Once you have the files extracted and in the new uncompressed folder, the .PDO files will need to be opened with the Pepakura Software, either the Free "Viewer" program, or the paid version "Designer" which allows you to save any modifications you make to the .PDO files.