How should I go about taking these pictures to the local print shop (kinko's etc...??). Should I take them in on a floppy disk? Then tell them what size I want and they can print it out on adhesive vinyl?
The .ai files on that site are Adobe Illustrator files, which is an industry standard in the design/print community, so you should be fine just throwing them on a disk and taking them along to Kinko's. If you are doing your own artwork in a PSP/Coreldraw or whatver, you may be better off converting the file into something more generic - e.g. an Adobe PDF file, or save it as an EPS that they can just place into whatever software they use. I'm making assumptions here of course - I don't have any personal experience of Kinko's since I'm not in the US, but they sound like a typical highstreet print burea ( i.e. overpriced and staffed by idiots), but they should be able to cope with something like this. If they are a mac-based bureau you may be safer burning files to a CD since they might have trouble finding a machine old enough to still have a floppy drive...
Now, the safest thing to do would be to scale the artwork in Illustrator to the exact dimensions you need so that all they have to do is hit print. Failing that, they should be able to scale it to the size you specify and gang it up appropriately, but they may charge you some sort of artworking/setup fee for this. Try to take a proof with you, i.e. run out a copy of what you want printed, even if it's scaled down to fit your A4 (or US letter paper or whatever) home printer, and mark it up for them - write dimensions and stuff on it of what the finished output size should be.
Note that adhesive-backed vinyl (and backlit material too if you're printing marquees) usually comes in big rolls that get run out on the print shop's large format poster printer, which may have a carriage width of a meter or so. So if you print a 6-inch square sticker, for example, you'll probably end up getting charged the same as you would for a 6-inch x 1m long banner. So, if you're printing lots of little stickers and things, gang them all up next to each other (or get them to gang them up for you) and print them all at once, as it'll be more cost effective.
Note also that what you'll probably get will be an inkjet print, albeit a good quality one, and it is something intended to be looked at, not have drinks spilt on, fingernails scratching it etc. If you're putting it underneath plexiglass on your CP or behind marquee glass it'll be fine, but if it's exposed (e.g. sideart, or a plexi-free CP), then you should have it laminated. The print shop should be able to advise you, they normally offer different finishes for different applications. If it's hideously expensive, You may be as well doing it yourself - some people recommend stuff like a spraycan of car-body clearcoat, etc.