First, open Steam in your browser and log in, because Steam app has problems with downloading files. Then, go to:
Your profile -> Games -> Counter-Strike: Global Offensive -> Personal Game Data -> Wingman Matches, then find match you're interested in and press Download GOTV Replay. Download the file.

Go to your CS:GO Folder. I created a folder called wingman_replays, you can create one as well to keep things organized, although it's not necessary.









Open the file you've downloaded with 7zip or WinRAR and extract the file into the folder. You can simply drag and drop just like I did.








You can also rename the file to keep things clean

Open your CS:GO. Press the combination of keys [SHIFT]+[F2] or type into console demoui to open demo control panel (small box on the left). Click Load and navigate to your demo file. Double click on it and the demo should start playing.