This is an IPython Notebook. It's basically a system that allows you to easily combine text and code in a single location in the browser. You can modify and execute the code right inside the browser and see what happens.
These notebooks will typically be available in one of two ways
If you want to interact directly with notebooks you'll need to install the IPython Notebook system. The easiest way to do this is probably just to install the Enthought Python Distribution, which is free for students and academics. If you're using Ubuntu it can be easily installed using the package manager:
sudo apt-get install ipython-notebook
If you simply want to view a Notebook you can do so by providing a link to that notebook to the, totally awesome, IPython Notebook Viewer. The primary links to notebooks for this class will all take you directly to a displayed version of the notebook using the viewer.
If you want to open the notebook on your own computer so that you can interact with it:
cmdinto search box)
ipython notebookand press Enter
If this doesn't work it probably means that Python hasn't been properly added to your PATH.