Can't rig downloaded model nor edit it when I link it.

I tried to rig the model using this tutorial

When I try set parent to armature deform nothing happens. Also I don’t know how to link it there are many different folders that appear when I try to. So I decided to use objects I think. When I try to move or edit the file nothing happens.

Has been a day I think so BUMP.

don’t link. Append.