When you pick a system there’s a link at the top to go to the page where you can download the plugin that lets you use the files. There’s a different one for each system. Download it and put it in the Plugins folder in the Winamp program files or the Components folder for foobar. Start up your player and you’ll be able to play the files. They’re really small so they’re quick downloads. Banjo-Kazooie is a mere 829.16 KB and yes, it is the whole soundtrack, all variations (Tooie is 6.1 MB). Keep your official albums though because they probably sound better. N64 couldn’t handle CD quality, so I’m betting the CDs sound better, but this is the best possible for the tracks without an official release.
If you need any further help I’m sure I can answer all your questions about it.