Please bear in mind I can work a computer about as good as I play the guitar. That said, I've purchased my 1st lesson and downloaded the GP5 and GPX files to My Music folder, but apparently don't have the appropriate files tp open them. A search of the internet for the right stuff was more confusing than anything else.
I think the the GP5 & GPX files are for the "Guitar Pro" program. Have you tried to utilize the PDF files for your lesson instead?
BTW, you can view the "Guitar Pro" product if you look on the left side of the TG page under "recommended products". However, I've never used it. I always use the PDF files.
As Willem says, to play Gpx files you need the guitar Pro program. This allows you to play the files, isolate and slow sections down and get a feel for the rythmn of the tune easier and of course play along with. It also has a built in metronome and can run multi instrument tab and has a whole host of other great tools as well.