All versions of the photographs other than the thumbnail and full-sized versions (which are in GIF format) are encoded as self-extracting (Macintosh) archives which will download when the anchor is clicked. Some of the full-sized photograhs are also clickable maps. You will know that if the full-sized photograph comes up with a title when you click on the thumbnail in the photo album. That means (if you don't know what a clickable map is) that the photograph contains hot points which when clicked will bring up other pages (which are sometimes themselves clickable maps). The hotpoints are usually indicated by a label in which case you can click on either the label or the item being pointed to for more information. (Not all labeled items are hot points, however.) An exception to that is that if the photograph contains people, clicking on them will bring up a page to say who they are.
If you want to modify a photograph, you should download the original (usually a Photoshop) file and work with that. By doing it that way, you can convert to any desired file type, change or remove labelling, etc., more easily and with a higher probability of not loosing what is already there.