First things first: Make sure the file you want to open has been downloaded completely. Large files vary in how long they take to download, depending on the size of the file and the speed of your internet connection. Bundles in particular often consist of large ZIP files that may take longer to download.
Also, if you’re using a school computer, it’s worth remembering that some schools have downloading restrictions. If you're having problems opening a file at school, you should contact a network administrator or attempt to download and open the file from your home computer.
If your file has finished downloading, but still won't open, the next steps depend on the kind of file it is and on your computer and software.