how to open pgn to my system?

You need a program that can open it, like Fritz, Rybka, or Chessmaster. If you don't have one, get a pgn viewer here:  http://www.tim-mann.org/xboard.html

Scroll down and download xboard or winboard

I remember Chennai was called Madras, why did they change the name?

I open pgn in notepad :)