I downloaded a DEM file (package, rather?) of the entire US from usgs.gov. It's 30GB and contains quite a few files.
Is it possible to import this to QGIS to overlay the data on my map?
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You have an Esri grid (also known as an Arc/INFO binary grid) format raster. The Esri grid (and other ancient Arc/INFO formats such as the coverage vector format) is a directory of related files stored in a parent directory (workspace) with an INFO database directory.
Qgis can read ESRI grids, just unzip and add the aspect/hdr.adf file.
Note: It looks like (just based on the name) that you downloaded an aspect raster, not a DEM. Aspect is derived from a DEM but doesn't contain any elevation values and you can't reverse the aspect calculation to derive elevation.
