Material's and Textures aren't showing up when Imported

I have recently imported a dragon from turbosquid.com http://www.turbosquid.com/FullPreview/Index.cfm/ID/407721
and have tried all file types including .obj but none import the texture in it. Anyone help please?

Read the description ‘Be sure to download the maps’
The textures are a separate download. Then you just need to point to the location of each texture