Where did you save them to?
Opening pgn files

You need some software (chessbase light, fritz, x-board, Scid,...etc) to see it on the board
Alternatively, you can go onto any forum thread and insert a sequence of moves. Then paste the pgn in and then you have your game.

A pgn file is just a text file with a *.pgn extension. If you want to see or edit the the raw text, you can use any program that can open a text file. If you want to have the game moves display on a chessboard and be able to use various viewing features for the game you need to use a chess program to open the pgn file. Chess programs range from simple and free (like ChessPad, which is what I use to run through my current correspondence games) to expensive and elaborate.
How do I open my saved pgn files?