You encounter a sas table stocked in an xport format (xpt is usually the suffix but not always)
so you need a special manner to recreate a normal sas table
libname in xport 'C:\04572-0002-Data.xpt';
libname ou v9 "c:\";
proc copy in=in out=ou; select one;run;
*if you are sure that the dataset name is 'one' ,otherwise dont use the
select and read your log to find the table name;
proc means data=ou.one;
You will need to define a library, in the sample code the SASUSER library is used, which may be adequate. To reference the data however, you will need to specify the table. Browse the library, or the log, and you will get a list of table(s) imported for your use.
I am surprised that a website made available a transport file without instructions on its use. I searched the website you specified and couldn't find any assistance there.