There are many programs that will let you view and edit SGF files. One choice is JagoClient, the Java Go client.
 
The British Go Association has a long list of software for viewing SGF files.
 
When you have an sgf-viewing program, you can set your browser to connect the mime-type 'application/x-go-sgf' with the program, so it can be launched with a single click.
 
You can read more at this page:
http://senseis.xmp.net/?SmartGameFormat