The Cancer Genome Atlas (TCGA) "Level 3" CNV data is highly processed and provides mean copy number estimate of segments covering the whole genome. Are you having trouble locating the URL to download the data, or are you having trouble opening/interpreting the files provided in your download of Level 3 patient data? Here is a link to the TCGA "Data Matrix" which allows you to query the database and download requested samples.
If you want the latest segmentation files, you can download them from the Broad's Firehose archives (under the stddata folder):
For example, for GBM:
and more specifically:
Alternatively you can use http://www.broadinstitute.org/tcga and use their own ready-to-go IGV webstart options.