To give another deviant a direct link to this FAQ answer, use the following code in your comment or forum post:
How do I download Tutorials?
Tutorials on deviantART are usually submitted in .zip format. In this case you will need to click on the "Download" link next to the piece on the left hand side, and select save the file to disk. Once downloaded you will need to unzip it with a program that supports .zip files, such as WinZip. Once unzipped you will be able to view the tutorial.