The paper comes as a single latex file Paper.tex. The latest version is generally available as a PDF at http://paper.gavwood.com .
It can be viewed in PDF format with pdflatex Paper.tex (local install of a current free tex distribution required).
After creating Paper.pdf for the first time and every time the bibliography file (Biblio.bib) is updated, you will also need to run bibtex Paper and then pdflater Paper twice (e.g. bibtex Paper && pdflatex Paper && pdflatex Paper) in order to correctly incorporate all the bibliography references.
There are also some online tools like http://latex.informatik.uni-halle.de/latex-online/latex.php you can use for compiling/preview.