The jazz Exercises and Refills contain various file formats.
- pdf: this is the format for the text files and notation and TABS, it is a very generic format for all platforms
- mp3; this is the sound format, also very generic, and for all platforms
- midi; this is a generic format that is used for the visualizer. if you don't have the visualizer, you probably don't want to use it.
Midi is basically a synth control language that can be used to play midi instruments
If you do want to use it, you will need a program that reads midi, and play it and/or display it. If you don't know what midi is, don't bother, unless you want to learn about working with midi.
The CD's contain video, in wmv format. It is a Windows format, but can be played on Mac with Flip4Mac, and other players such as VLC Player.
The DVD's are DVD-ROMs, that is, data DVD's to be used on a computer. The video is also in wmv format.