I downloaded a quest but I'm wondering what do I use to run it.
You need the quest client. Just click "create" which is between "play" and "forums". Select quest and click download. Once installed, double click the .quest file and it should work.
Quest games are run on the Quest program. There should be a download Quest option on the create tab.
If you've done that, Quest can be run on it's own. It will be installed on your computer, and if you love with your parents or you do it at the library, you need administrative permission/the password.
If you have Windows, you'll need to install Quest for Windows. Once that is installed, you can simply double-click on the downloaded Quest game to run it in Quest.
If you have no Windows, you can't run a downloaded Quest game. You'd need to play the game online.
I started typing this before jmne answered.