To download files from the newsgroups you need
· A newsgroup server account
· A Newsgroup reader software
Newsgroup Server Account
Well, there is some free newsgroup servers, but some without binaries (files), just text, the others are very unstable or with lots of limitations.
So I recommend the best one. Free-newsserver. It's not free, but it's cheap and very good. You can I use it for months and I am very glad with it. You can download 100MB absolutely free. Just an email is required. 100 Megabytes Free
Newsgroup Reader Software
The best newsgroup reader (in my opinion) is XNEWS - FREE
To start downloading files you just need to enter a few details in XNEWS to start.
1 - ENTER YOUR NEWS SERVER
If you don't have, please check Free-newsserver. It's the best and cheap i found.

2 - ENTER ANY NICKNAME

3 - ENTER Username and Password. To have a Username you need to subscribe one newsgroup account.
If you don't have, please check Free-newsserver.
