When you buy or borrow a DRM eBook, your are given a .acsm file.
This does not contain the real book, but points the software at where it can get a copy encrypted for you.
If ADE (Adobe Digital Editions) is installed correctly, double-clicking the .acsm file should open it in ADE,
which will automatically download the full book file.
Sometimes (often because of a bug in Windows 8) ADE gets isntalled but not associated with .acsm files.
In that case, open ADE and drag-drop the .acsm file onto it from Windows Explorer.
Aain, ADE will open the .acsm and automatically download the full book file.