The spd is a Soft Plan drawing. It will open in SP.
The *.spy files are system files and must go into the appropriate folder inside the softplan folder systems. They cannot be used otherwise. Open your SP folders with Windows Explorer and tour around and familiarize yourself. You will see all the various catagories of *.spy files and other types. Dump the downloaded file into the appropriate folder and then run SP and find the new ones thru the normal program functions. EG if it is a detail symbol, you put it into your details folder and find it there from inside SP/symbols/details.
The boneyard has instructions at the top of each page that will begin to make sense once you have done the "tour". The 3d ones are more complex and we can save that for a future post.