Before you can start playing Tekkit Classic, you need to make sure you have all the right things downloaded and installed. Make sure you have the latest version of Java by going here and installing it. You'll also need to have purchased and installed Minecraft, which can be done here. Once you've done both of those things, then you need to go here to download Tekkit.
Move the "TechnicLauncher.exe" file to your desktop for easy access and open it. Select Tekkit Classic from the dropdown menu on the left, sign in with your Minecraft login, and Minecraft should start up with the correct mods loaded!