Project Files Extensions - What are project files and how do I open a project file?

What are project files and how do I open a project file?

File Type Category File Format
.celtx Project Files Celtx Project File
.dbm Project Files ColdFusion Server File
.gp3 Project Files Guitar Pro 3 File
.gsp Project Files IMail Error Message File
.opf Project Files Open Packaging Format File
.spv Project Files SPSS Output Document
.sqf Project Files ArmA Script File