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First, make sure the replay file (replay files have a .wg3 extension) is in your Warcraft3 replay directory. In most cases, the default directory for replays is: "C:\Program Files\Warcraft3\replay". Now start up Warcraft3, select "Single Player", then select "View Replay", then select the replay you want to watch from the menu and click the "View Replay" button. Now watch the replay and don't forget to use the controls in the lower right corner to get more out of the replay (like removing the fog of war, or watching the match from the views of different players).