Follow the "Listings" link on the first page to get to them. When you select a work for download, it doesn't actually have the .mid extension you need to play it directly, so when you do "Save As..." just tack that on the end, e.g. H77n1m1.squ should be saved as H77n1m1.squ.mid. You can import MIDI files into sequencers and music notation programs if you want to hack about with them, e.g. to change the tempo.
You can use them as a play-along accompaniment: obviously, there isn't much dynamic or rhythmic contrast in them, but they might prove useful in the initial stages of learning. In Windows Media Player, under the Play menu, you can set Repeat on, and it will play the same piece repeatedly, which is useful in this context. The resulting sound quality is dependent on your PC's sound card of course.
Enjoy!