You can open Musescore mscz files with the SongBook section in the Musescore mobile app.
Tap 'My Library' tab --> scroll down to the 'Available Offline' section --> SongBook (Locally saved score)
Upon opening the mscz file will be added to the apps internal library.
You can use apps such as Mail, Safari, Dropbox, Google Drive and more to browse for *.mscz files and open them directly into the Musescore app.
SongBook feature is available for PRO/PRO+ users
If you want to open mscz files on your desktop device you can use the MuseScore notation software (musescore.org) The notation software is free of charge. You can download it on your desktop device and write or edit sheet music for free.