You can download any of these R source files to your computer, and run them later. Alternatively, if you stay online, you can load each individual file directly into R by typing
source("http://www.stats.bris.ac.uk/%7Epeter/Teach/Stats1/downloads/XXX.R")
but replacing XXX.R by the name of the file in question, e.g. show.R, and then run the functions immediately.