You'll need Google Earth. If you don't already have it, it's a free download.
If your mimetypes are set correctly, left-clicking on the link to the kmz file should open the file in Google Earth. But if that doesn't work, right-click the link to download the file and save it to your hard drive (if your computer saves the file as [filename].kmz.txt, rename it [filename].kmz). Then open the downloaded file in Google Earth.
In the Places pane, the name of the walk should be highlighted under Temporary Places (click on it if it's not). Click on the Play icon and watch. When it's done, "Route" should be highlighted. Click the Play icon again to fly over the route again, more smoothly except for an occasional violent turn.
Let me know if it doesn't work.