You have to run the install program. Just downloading it doesn't do anything.
Once you install it, you have to go and find the Office folder in the start menu and select which program you want to run (Word, Excel, etc).
I'm assuming when you say free, you must mean a trial, but I don't know how you have a 2010 version. Where did you get it from? Sounds like you may have illegally obtained the software which is something that isn't tolerated in these forums.
There is a beta of Office 2010 available for download afaik.