Browse to the folder in Bridge, then right-click Open in Camera Raw, then in ACR, Open.
Or if you’re already in Photoshop: File or Photoshop if on a Mac / Open / browse to the file / Open.
If you get an error that the format is not supported then either the camera is too new or you’ve used an obsolete version of Nikon products like Transfer or ViewNX to copy or view the NEFs and they are corrupted.
Help / Updates is how you get the latest version of the Camera Raw plug-in.
You can use a utility from here to fix the corruption:
From which Nikon camera?