Hey what type of program do I need to be able to download off of here

Lolwut. You need internet, and just press download. <_<

I did that, but when I hit download it says "cannot open, use internet to search for program"

For that you need the game.

You don't know how to install RCT3 files from the web right (eg. parks coasters ect) Once it's downloaded copy the dat or trk file to the following locations:

For coasters use this: C:\Users\Your computer username\Documents\RCT3\Coasters

Parks: C:\Users\Your computer username\Documents\RCT3\Parks

Hope this helps.