You can convert a picture to wallpaper also. Just clicking on the file usually opens the Save As dialog box or will just open Acrobat Reader and show you the file. You can choose to Save or Print the file from the reader just as you would in a wordprocessor. Other documents are in .doc format or .txt format. Again, just clicking on the file will usually open it.
Word files can carry a virus, so it is a good idea to scan the file before opening it.
Adobe Acrobat Reader and Winamp mentioned above are programs that can be downloaded for free. Many free programs are available for just about any purpose you can think of. One such program is Star Office . It replaces Microsoft Office and your desktop and Internet Browser if you choose to use all it's capability. See the discussion below on games for additional instructions on full programs.