These are files containing source code for the Debian operating system.
The files here are bittorrent files. Use a bittorrent client program to download the contents of the complete ISO image files in a peer-to-peer manner. You should end up with an exact copy of each ISO image as though you'd downloaded it directly via HTTP or FTP.
Once you have downloaded all the ISO images you want, you will typically need to write them to installation media.
The images described here are sized to be written to writeable DVD media at a minimum, but may be written to larger media if needed.
There are files here (SHA1SUMS, SHA256SUMS, etc.) which contain checksums of the images. These checksum files are also signed - see SHA1SUMS.sign, SHA256SUMS.sign, etc. Once you've downloaded an image, you can check:
For more information about how to do these steps, read the verification guide.
See the Debian CD FAQ for lots more information about Debian CDs and installation.