After the digital download is complete all you need to do in order to start creating your own mechanical designs is to import the OBJ or FBX file in-to your scene. Today all popular 3D modelling/design/rendering applications support OBJ or FBX import, so this shouldn't be a problem! Although if you ever have a question about import please use this form in Contacts section and ask me a question.
If you purchased a SUBD-based 3D KitBash Kit ( for example an ULTRABORG set) all you need to do to see the kits in the full quality is to apply a subdivision ( 2-3 tesselation levels is enough) modifier. If you're a Maya user you can just select a SUBD model and press "3" on your keyboard. If you use 3ds Max you can apply a Turbosmooth modifier.
Now if you're getting a non-SUBD 3D KitBash kits (for example Black Phoenix or Black Widow) one thing to keep in mind. Since I used a value of 30 degrees for auto smooth angle to keep the parts sharp edges as intended, if you ever feel the parts normal look incorrect it is a good idea to make sure you’re using the same angle value. OBJ or FBX usually preserves these settings but if in your case it doesn’t (in case you’re using a software or a version of a software I haven’t tested yet) it’s easy to change these settings. Below are examples of doing this for 3d Studio Max, Maya, Softimage and Modo.