Use Roblox Studio
Open Roblox Studio
Go to File
Select Open from File
Choose the .rbxm file
Click Open
If needed, drag and drop the .rbxm file into Roblox Studio
If needed, insert the model into an existing place using Explorer
If needed, convert or import the file through a Roblox Studio plugin
If the file does not open, make sure it is a valid Roblox model file