If your files match what is typical, the syntax file will not contain the data. The data is in the text file.
The syntax file will be a set of instructions that tell SPSS how to read in the data from the text file with all the required labels and other variable information.
You should open SPSS and open the syntax file under the File -> Open Syntax command. At the top of the file you should see something like:
DATA LIST FREE
Change the filepath so that it points to your file.
Go to Run -> All
If successful, SPSS will import the data from the text file. If not successful, carefully check the filename and filepath and try again. If still not successful, post back here with any error messages you get.