Hi Beatriz,
For some reason your operating system (Windows) thinks it can open a file ending in .eps.gz using Adobe Acrobat reader. You'll need to install a program that can extract .gz files (such as 7-Zip) and change the file type associations in Windows (e.g. see
this guide) so that Windows will use 7-Zip to extract .gz files instead of attempting to open them in Adobe Acrobat reader. You may also need to disassociate .eps files from being opened in Adobe Acrobat reader. Once that is all set up, you should be able to click "Download Figure" and be prompted for a location to save it. Once saved, you can extract it using 7-Zip and view/convert the .eps file using the software of your choice.
I don't use Windows and many of the developers monitoring this forum don't either, so we may be limited in our ability to help you configure Windows. If the above suggestion doesn't work, you may want to contact your IT support to get help with opening .eps.gz files (the issue here isn't specific to QIIME or make_2d_plots.py).
Best,
Jai