When you click to see a template, a new window will pop up containing that page design. After you view the template close the window, and return to this screen.
When you find one that you like, simply Right Click with your mouse on the link and choose "Save Link As" to download the template to your working directory. You will also need to download the images that you will use to that same directory.
Next, you will need to use an HTML editor with a "preview" function to edit and view your template. There are notes within the templates that will help you along.