HP-UX 11.X binaries are in SD depot format and have a .depot.gz extension. You may find that left-clicking on a hyperlink to such a file results in binary data being displayed in your browser instead of offering to save the file to disk. If that happens, please right-click on such a link and choose "Save Link As..." instead.
One nasty little "trick" some browsers have a habit of doing is to strip off the .gz extension when downloading a file, but then it failing to gunzip it before asking to save it as, say, a .depot file. The solution is to rename the file .depot.gz, gunzip it and then use swinstall to install the file.