Keyboard Parts...

Anything that I learn from another band I do with my own ear (yes, even solos). You only get better at it as time goes on. Of course it's not a good idea to go try to figure out the Hatebreeder unison when you're just starting to play by ear, but eventually you work up to the level where that isn't as impossible as it once seemed. You start to recognize patterns that are used and things become easier and easier as time progresses.
 
They are MIDI files. You'll need some sort of music program that can read MIDI and put it out into notation for you. There's a lot of programs you could use for that, but if you want something you could get for free then just look up Power Tab on google and download that. It's a neat program...useful for reading MIDI's and also for arranging music of your own (you can get the whole band going if you learn how to work everything right).
I use Guitar Pro for that kinda stuff, but you can't download a full version of that for free, and the demo is quite limited, so Power Tab would probably work better for you.