barbara,
The Rick Steves tours are simply an audio file similar to music downloaded from iTunes. As the others have mentioned, once downloaded these reside on the device and don't require an internet connection, so will even work with an iPod. I've used these on several occasions, and never incurred any data roaming charges.
You may get "free" Wi-Fi at your hotels, with the charges being included with the cost of the room. However, some hotels charge for this. Ironically the budget hotels often include Wi-Fi, while the posh, expensive hotels charge for it - go figure! An access code is typically required, especially at places in Italy and this is sometimes changed daily in the hotels. Wi-Fi is often provided for customers at places like Starbucks (Paris only, since Italy has no Starbucks), or McDonald's in all the cities you mentioned.
If you're using Smartphones to listen to audio files, it's a good idea to leave the cellular data switched "OFF", unless of course your cellular plan includes that.