When you are first learning how to download NZB files, it might strike you as odd that the files are so small. However, NZB files don’t contain the video (for example) that you are looking for. Instead, the NZB contains information where the video can be found on Usenet.
So, an NZB file will contain a list of pointers to each part of the video. If the video is very large, then the NZB can be sizable itself. Also, if the poster uploaded the video to Usenet in small chunks, then the NZB will be larger than normal because it will need to contain a longer list pointing to each one of those chunks.
In general, you don’t need to worry about the size of NZB files.
Once you have the NZB, you need to feed it into an NZB client program, such as SuperNZB. And you will need to set up a Usenet server inside of SuperNZB. Easynews is a good one.