To use a georeference file, you must have a GIS program such as MapInfo or ArcMap.
Open the GIS application and import the Nearmap downloaded image. The accompanying world file should be found automatically based on the filename. The filename must be identical to the image filename, with the extension .JGW in place of .JPG.
The application will automatically request the format or projection of the .JGW file that is accompanying the image file. You will need to choose the correct projection to load the .JGW file. (Note that you can select different projections, based on local availability, when you export the georeferenced image. For more information see: Export Georeferenced Image).
Different GIS applications have different ways of selecting the projection, so you may have to consult the help information for your GIS application to know what to do.
If you do not have GIS software, QuantumGIS is a convenient free option that can load georeferenced images.
See these articles for step-by-step instructions on loading images in various GIS and CAD packages.