Data available on this site currently always uses the popular Shapefile format. Other formats might be added in the future.
This is a popular format for GIS data. Each layer consists of a set of files. For easy download all the files are packed into a zip archive. The archive contains the following files:
|LAYER.shx||Feature geometry index|
|LAYER.cpg||Code page for character encoding|
|README||Information about this layer|
All string attributes use the Unicode UTF-8 character encoding, the same as the OpenStreetMap data.
See the Wikipedia for more details about this format.