This will download the latest version of the project to your Downloads folder. Unzip the downloaded file and you will get a folder with all the files belonging to the project.
The source files are typically located in a folder named sources, src, or similar. Source files end in .glyphs, .glyphspackage, or .ufo. Double-click them in Finder or drag the file onto the Glyphs icon in the Dock to open them.
The next step would be to not just download the Zip file but to use Git to clone the project and use Git to manage the versions of the file.