Is using them generally as simple as I mentioned? ie download the file and open with my DAW and voila?
There are at least four ways you could use them, depending on what you want to accomplish:
(1) If you have a GM-compatible musical keyboard-- not just a MIDI keyboard controller, but a keyboard that makes its own sounds-- then you can load the MIDI file into the keyboard and play it back. Depending on the keyboard's capabilities and features, you can probably even play along with the MIDI file, either by muting a track (MIDI channel) and playing that part yourself, or just letting all of the tracks play normally and playing an additional part yourself.
(2) If you have a DAW or similar type of program (e.g., a sequencer) that can import, edit, and play MIDI files-- which most DAWs can do-- then you can load the MIDI file into the DAW and play it back. There are three types of standard MIDI files-- format 0, format 1, and format 2-- and some DAWs will, by default, load a format 0 MIDI file as one track that combines all of the parts (channels), although if you want you can separate them so that each channel is imported into its own track. When you play the MIDI file in the DAW you can decide where you want each track to be sent for playback-- e.g., you could send some tracks to one or more external instruments, and send other tracks to one or more virtual instruments. Thus, you don't need to play all of the tracks on the same external instrument or virtual instrument, but can choose whichever external instrument or virtual instrument sounds best for each track.
(3) If you want to look at the MIDI file in its musical notation form, you can open it with notation software and either view it onscreen or print it out. Some DAWs have a built-in option for displaying the music notation, but it might be better to use a program that's specifically designed for musical notation. When you view or print the notation, you can usually decide whether to print all of the parts together like an orchestral score, or print a separate score for each part. Also, notation programs can usually play back the score, either with virtual instruments or external instruments, and usually let you edit the score as well. Some notation programs let you choose the type of notation to use for the various parts-- e.g., you might be able to display the guitar parts using guitar tabs and/or tablature.
(4) If you want to learn how to play the song, you can load the MIDI file into a program that's designed to help you learn to play a song. These could be in the form of a game where you're expected to play the notes as they scroll down the screen and your score is based on how well your playing matches up with the scrolling notes in terms of right or wrong notes as well as the timing of each note. Or the program might display the song in a more normal-looking notation and play it back according to your performance-- e.g., the program may wait for you to play the correct note before it proceeds with its playback.
In all four of these scenarios, you generally have the option of transposing the MIDI file to a different key-- e.g., if the song is in the key of Eb but you have trouble playing it in Eb, you could transpose it to the key of C. Even if you're going to just let the song play by itself rather than try to play along with it, you might need to transpose it to make it sound correct, because it's not unheard of for a MIDI file to be in a different key than what you've heard it played in.
And of course you also have the option of editing the program change events, or adding bank select events to go with the program changes, or adding/editing other types of MIDI events.
