Some of them will allow you to play in-browser. If they don't, you can download a free interpreter for it. For mac, I use Spatterlight (which you can also get free from the app store for an iOS device, I believe):
http://ccxvii.net/spatterlight/
For PC, you can use an interpreter like WinGlulxe:
http://www.davidkinder.co.uk/glulxe.html
There are other interpreters, but the only one I use is Spatterlight on my Mac. Perhaps someone else will chime in with a list of other good interpreters.
Welcome to the joy of parser games!