Well, I have downloaded one to have a look at it.

Each "Fix it" is a separate, small download of a Windows installer package that when run, automates the manual steps spelled out in the appropriate KB document.
Sounds rather like the old days when you got an e-mail with a link and a password to get some of the more exotic MS fixes. They provided you with a script to run.

Or adding stuff to client logon scripts to change local desktop settings.