If your talking about the templates from Bravenet's Template Gallery, I don't know that any of them come with PhotoShop files. The Bravenet templates are pretty straight forward. When you download the Zip file, and unZip it, you get a single HTML file plus a folder that contains all the support files.

The support files would include all the images on the page and maybe a style sheet. I'm sure you could read all the images into PhotoShop, but that isn't necessarily the intent. The HTML file is a basic page structure that can be used in almost any design application. If you want multiple pages, set up the navigation links on the HTML file and then make several copies.

There are other sites that offer templates that include PhotoShop files, but they usually priced accordingly.