Unpacking:

The files come packed in the 7zip archive format. If you do not have a program that unpacks these, go to 7-zip.org and download their tool.

You have one package with the blend file that contains everything needed for the model with the original materials to look right. If you will be using the model with the baked textures, download one of the texture archives (2K, 4K and 8K texture resolution available) and unpack the folder inside to the same location as the blend file. Alternatively, you can bake the textures yourself, having the second UV map active in the original model.

Shape Keys and animation:

Both models have shape keys in place to make the movement of the cone able to be animated. These shape keys are limited in 30% to either extreme for a more realistic travel range, however, these can be easily changed for more exaggerated movement range if that is your preference (refer to the second preview picture in the About tab).