Download the files, uncompress them and you will get a collection of TIFF files. Then, open QGIS and follow the documentation on "loading raster data in QGIS" (http://docs.qgis.org/2.2/en/docs/user_manual/working_with_raster/supported_data.html).
After that, you may click with the information tool on a point in the map to get the value, and you may change the visualization style (http://docs.qgis.org/2.2/en/docs/user_manual/working_with_raster/raster_properties.html) or you may perform spatial analysis on the data (http://docs.qgis.org/2.2/en/docs/user_manual/working_with_raster/raster_calculator.html)
The ZIP files with climate element data contain 12 data layers (one for each month); the bioclimatic ZIP file contains 19 data layers; and the altitude ZIP file contains one layer.
More details at:
http://www.worldclim.org/formats
In order to choose your specific location you may download the data by tile from: