After you have downloaded the compressed file, double-click it to uncompress it. You should see the template icons. Save them to some convenient folder on your computer. When you want to open a template, open this folder and select the one you want or open Final Draft, go to File > Open, navigate the window to this folder and make your selection.
NOTE: Templates created for FD11 / 10 / 9 will not work in FD8.