These are tutorial files and, eventually, may also include other raw text format files (such as source code). What you see is what you get. Because browsers do not wrap text automatically except in an (X)HTML file, you'll probably want to download the text file to your hard drive to read from the comfort of your favorite text editor. If you're on a Windows system and are using something extremely limited like Notepad to read this stuff, you'll probably want to open the text file in your browser then use the File menu to save the file to your hard drive so that it will be converted to DOS-style text formatting. On a unixy OS, such as FreeBSD, Debian or Fedora Core Linux, or Solaris, right-clicking the link on this page and saving from the context menu should be sufficient.
If you're on Windows and want a better text editor for programming than Notepad, you might want to have a look at Vim (my favorite) or SciTE (my favorite GUI text editor). If you want a complete integrated design environment for OCaml, check out Cameleon2. Since this isn't a tremendously verbose language like Java or even C++, you don't really need an IDE, but it's there if that's what you like.
Now, the files: