A torrent file is very small. You need to open it with a bittorrent client. The last one I used was called Transmission, but there are many others.
http://en.wikipedia.org/wiki/Comparison_of_BitTorrent_clients The advantage of bittorrent, is that the more people want to download, the faster it is -- unlike straight downloading from the internet, where the more people want to download, the slower it is. Bittorrent is commonly used for large files -- like Linux isos. Bittorrent verifies the file as downloads, so you don't end up waiting for a huge download and then find out it's corrupt.
If Humble is using bittorrent to distribute their games, it is probably because their servers would be stressed by too many people downloading if all their customers downloaded from the servers.
If you search Google for the name of a game plus the word "torrent" you will probably find illegal downloads. However if you buy something and they offer you a choice of torrent or direct download, the torrent is legal and will often be faster.
You can try checking out a torrent client if you want. I think the Opera browser still has built-in support for Torrents. But if you've never set up a torrent before, you might have problems with it being blocked by the firewall in an antivirus "security suite."