This page, available in both Tibetan and English, will give you information on downloading & setting up UDP and also on how to convert legacy Tibetan documents to Unicode Tibetan documents.
After installing UDP, click Help > Help in English (or press the F1 key) and read the "Getting Started" section.
The Fonts page on this web site will also be helpful to you in getting set up to view languages like Tibetan and Dzongkha and other non-Western languages.
