This step by step shows you how to open an image in Gimpshop. Windows will probably have let you save your downloaded images in 'My Documents' and the 'My Pictures' folder, so you will have to navigate to that folder to find your image.
Ask your tutor if you are not sure how to do this.
Use the FILE > OPEN command in The Gimp (Toolbox) palette to bring up the dialogue box and navigate to the image you want.
TIP: on this course, images are generally uploaded to 'My Documents' on the computer. In the My Documents folder, look in the 'My Pictures' folder. Gimpshop offers you a quick find button (arrowed below) to take you straight to that folder)
The Open dialogue has three sections: in the screenshot below, A is where you can choose the drive and folders to look in. B is the folder contents view and C shows you a preview of a selected image.
Once you have found an image, just double click on the filename thumbnail to open it.
If you have been working on a series of images, Gimpshop has a nice feature that let's you open a previously worked on or saved image quickly.
Just use the FILE > OPEN RECENT command. It will present you with a list, including thumbnails, of the images you had worked on previously.