Very new to DIVA-GIS

Greetings,

I am new to GIS and DIVA-GIS. I have just downloaded DIVA-GIS as well as the climate data. I believe I had to make a directory called "environ" and added to C://program files/diva-gis for the climate data. Is this correct?
If so, I wonder why I can't get those data to show up? As a matter of fact, I can not seem to get the downloaded data to work. What process(es) am I missing?

Please help me on this. Thank you in advance.

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