To facilitate smaller data files and faster uploads and downloads, the sample data is generally stored as 7z files or LAZ (compressed LAS) files. 7z is a free utility and can be found at 7-zip.org.
The LAZ files can be managed using LASzip.
For a very brief set of instructions on using the LAZ utilities, click here, or here
To easily read and display laz files try the free version of QtReader from www.appliedimagery.com.