When you download an ebook epub file or audiobook m4b file,

• If you’re in the mac/iphone environment, just double click either file type to bring up Apple Books. BookPlayer (free) is a good alternative audiobook player.
• If you’re in a Windows/Android environment, try double-clicking the epub file and see if you have an epub reader installed. If not, you can either Send it to Kindle to put it in your kindle library or download the free Thorium reader for PCs. An excellent free audiobook player for Android is the Sirin Audiobook Player