These files are images that you can use to change the image of your folders. For information on how to use them I suggest you google 'using custom folder icons (your OS)'. It is said that they only work in Windows but honestly I am not quite sure.
Below you see a preview of the icon packs, there are 10 different icons in each pack as shown below. Click on the pack you want and save the ZIP file somewhere you can find it. You have to unzip it to see the .ICO files that are the actual icons. You can store them wherever you want on your computer (they don't have to be in C:\windows).