TNEF files are opened from other Apps, typically Mail. The way to open a TNEF file depends on the App in question. In Mail, touching a winmail.dat file will bring up a menu of possible actions; once WinDat Opener is installed, one of those possible action will be to use WinDat Opener to open the file.
Note that if you start WinDat Opener from the device's App screen without having previously opened a winmail.dat file, it will display an empty list.
Once WinDat Opener has opened the file, it will display a list of attachments in the TNEF file. Note that not all TNEF files actually contain attachments - some contain only e-mail attributes such as font and formatting information. In such cases, the window will not contain any files.
WinDat Opener keeps the extracted files available even if you switch away from WinDat Opener to another App - once you have done with the files, you can delete them, as discussed on this page.