Hi, and welcome to TSDN!
PHP is a programing language, used by web servers to build and display dynamic web pages.
The file you are downloading, download.php, contains the code that the web server uses to build the download page on the web page you are downloading from. I doubt very much that they ever meant for you to download that file, it is far more likely that the page is broken or you have done something the designers did not intend you to do as you tried to download the file.
If you downloaded this page by right clicking and selecting 'Save Target As', you may want to try to click the link instead, which is undoubtedly what the page's designers intended you to do.