These are .ova files — ready-made virtual machines. You run the target VM on your computer and attack it from your Kali VM. Both live on the same host-only network.
VirtualBox: File → Import Appliance, pick the file, click Import. VMware: just open the .ova.
Check it matches the SHA-256 on the download page:
Get-FileHash .\machine.ova -Algorithm SHA256 # Windows PowerShell sha256sum machine.ova # Linux / macOS
This is the safety step. Set BOTH the target VM and your Kali VM to a Host-Only Adapter so the vulnerable box can't reach the internet or your home network. In VirtualBox: Settings → Network → Attached to: Host-Only Adapter.
# from Kali, find the target's IP on the host-only subnet sudo netdiscover -i eth1 # or nmap -sn 192.168.56.0/24
Then go hunting: user flag first, then escalate to root.