It's just the bare-bones basic file of the game. If you download it, you replay the game with almost any program, and/or save it to your database.
It's also the smallest version of a game file to save, or to email to someone else.
How to read that PGn file ??
When I'm offline, I prefer BabasChess:
It's free, free of malware and customizable to your preferences as to color etc.
If you were asking about a program to read the PGN format then the last reply contained a link for a popular program (also chessbase light is another popular one)
http://www.chessbase.com/download/cblight/index.asp
but if you want to know more about the PGN format, you better see this link
http://en.wikipedia.org/wiki/Portable_Game_Notation
Can anyone tell me what is this PGN?? i see it for each and every game !!! is der any special significance abt it ??? wats the use of downloading it ???