If you open an online ogg file format or drag a local one into Chrome, Opera, or Firefox, you can play the file without having to download a separate program. Other web browsers probably work similarly.

A different route is to use a dedicated audio program. Lots of music players and audio software can play OGG files, such as VLC, Windows Media Player (with Directshow filter), MPlayer, Xion Audio Player, Audials One, and Adobe Audition. You can also play OGG files online through Google Drive.

Some of those programs can open this file type on Macs, too, including Roxio Toast and Elmedia Player. Programs like Miro and VLC support playback on Linux, as well as Totem and Amarok.

GPS devices and other media players probably support this format, but Apple devices don't. This means you have to install an app like VLC or OPlayer HD to play OGG files on an iPhone, iPad, or iPod touch.
Origin is the program needed to open OGG files that are graph files. Origin Viewer is a free program from the same company that develops Origin, that lets you view and copy information from an OGG file.