The demo topic in the How To section is simply about recording your own demos, then watching them.
To watch the demos you download, you need to place them into,
C:\Program Files\Steam\steamapps\<yoursteamname>\counter-strike source\cstrike
To play them, access your console as normal (~ tilde key) and type,
playdemo portjump1
… its also beneficial to note that simply entering the first letter of the demos file name after ‘playdemo’ will produce a quick list of all demos with names starting with the same letter.
eg.
playdemo p
playdemo portjump1
playdemo portjump2
playdemo portjump3