Hi Steve...
These are family table objects. The "single" files you're dowloading are called the generic (parent) of the family table. Within the generic, any number of instances are also defined. This definition is controlled via a special table.
Open the generic model. Notice you're presented with a list of other related models (these are the instances). At the top of this list, you'll see "The Generic" listed. Open this first.
When the generic model opens, go to Tools>Family Table from the top level Pro/E menu. The family table will open showing you all of the available instances. By selectively varying certain dimensions and parameters, you can use one set of geometry (the generic model) to create an infinitely variable set of similar models (the instances).
You can create and edit your own instances. There's no quick way to describe this process. Your best bet for guidance is to look up Family Tables in the help guide and learn how to configure them. If you get stuck or need advice, post your questions. I'm sure we have any number of family table experts trolling around the PTC Community.
Good luck...
-Brian