IFDB doesn't seem to have instructions for how to play Quest story files, but I assume this is what you'd use--desktop version of Quest: http://textadventures.co.uk/quest/desktop
(If not, please let me know!)
Does the desktop interpreter offer any features to players that you don't get when you play a Quest game online?
In other words, is there any special reason to download the desktop interpreter if you're just planning to play a Quest game, not make one?