Yes, indeed you need a torrent client to download torrents. Here's some of them:
BitTornado
Azureus
BitSpirit
BitTorrent (client)
ABC
I personally prefer BitSpirit amongst the above, and I would most definatelly recomend it.
After you've downloaded and installed a bitTorent client, all you have to do is find the tracker (web site) that offers the stuff you are intersted in (for SW stuff, www.myspleen.net is an excelent tracker), and sign in that tracker. The reason you are requested to sign in, is bacause each tracker keeps track of your upload/download activity, and gives special privileges to uploaders, as to avoid leeching, which is the main problem on peer to peer file sharing.
If you have found the tracker and the torrent you are intrested in, then you are prompted to download a small .torrent file. This file contains all the information needed for downloading the torrent. If you run this file, your installed BitTorrent client will start, and so will your download.
Hope this was helpfull, happy downloading