WEBLOC files are generally created with the Safari browser but they may be opened by other web browsers such as Chrome, Firefox, and Opera. In most browsers you can simply drag and drop the file into an open browser window.
WEBLOC files are not supported by the Windows version of Safari, which was discontinued in 2012. However, you can open WEBLOC files in Windows with WeblocOpener. When a WEBLOC file is copied to a Windows computer, it may show two files: [filename].webloc and [filename]._webloc. Both files can be opened in a text editor, which will reveal the URL contained in the file.