Is it possible to download books from project Gutenberg to your own PC? If it is, how to do that?

I found this book there that I want to download, but I can’t do it on my PC. I can do it only on some Kindle thing, that I don’t have.
I tried all the offered links, but it always gives me some dead files I can’t activate. When it dowloads things to my Drive, it gives me some inactive files I can’t open.
Is it even possible to download books to your PC? How?
Do I need to sign up? I can’t find a place to do it anywhere…