The OGC:WMS 1.1.0 and 1.1.1 specifications (which are both supported by MapServer) state that, for GetCapabilities responses, the OGC:WMS server returns a specific MIME type (i.e. application/vnd.ogc.xml (see subclause 6.5.3 of OGC:WMS 1.1.1.

A MIME type is passed from the web server to the client (in your case, a web browser), from which a client can decide how to process it.

Example 1: if using a web browser, if a web server returns an HTTP Header of "Content-type:image/png", then the web browser will know that this is a PNG image and display it accordingly.

Example 2: if using a web browser, if a web server returns an HTTP Header of "Content-type:text/html", then the web browser will know that this is an HTML page and display it accordingly (i.e. tables, divs, etc.)

Basically, what is happening is that the OGC:WMS is returning, in the headers of the HTTP response, a MIME type which your web browser does not understand, which usually prompts a dialog box on whether to open or download the content (i.e. Content-type:application/vnd.ogc.wms_xml).

You could configure your web browser to handle the application/vnd.ogc.wms_xml MIME type a certain way (i.e. open in Notepad, etc.).