Click the link to open the form in a new browser window, then use your browser's Print button to print it. To download the form for later printing, right-click the link and choose "Save target as..." from the popup menu. Then use the file dialog to navigate to a folder on your hard drive where you wish to save the file.
All forms are PDF files. You'll need Adobe® Reader® to view and print them. Adobe Reader is available from Adobe for free.