For Apple Devices, click the link above, then select “open in Kindle” or “open in iBooks”.
For other devices, you may need to download the file to a computer and transfer the file to your device.
Specific guides to Kindle, Nook, and Kobo can be found at these links:
For Devices using the Kindle app: http://www.amazon.com/gp/sendtokindle
For the Nook app: http://bookviewcafe.com/bookstore/sideloading-epub-files-onto-nook/
For Kobo: http://www.ucg.org/help/how-add-ebook-epub-or-pdf-kobo-ereader/