If I try to open any of the sample .clc files I get an error message, "Windows can't open file" Windows needs to know what program to use to open file. So how do I open these files?

The .clc files can be opened from the File / Open... menu item.

Also, double click on a .clc file. If it does not open, choose a program to open it with, i.e. UltimaCalc. Or use the 'Open with' option in windows explorer.