To save a copy of one of the presentations, right-click on each of the four files next to the presentation name, and choose Save Target As. Save each of the files to the same directory, and use the name suggested by the browser.
If you don't save all four files, or if you change the file name, the presentation will not play.
After downloading all four files of a presentation, browse to the directory where you saved the files and double-click on the file ending in .htm or .html. This should open a web browser with the presentation. If the presentation does not begin playing immediately, click on the "Play" button.