The model you downloaded just now isn't ready to use. I'll explain it step by step!





First extract the .zip file
If the model has multiple skins, keep in mind which one you want to use for your model


Open the blender file in the unzipped folder


Go to "Shading"
Here you can apply and change the texture
There will be 4 boxes with orange on the top

Click on the "X" and click on "Open"
A new window will open

Go to the unzipped file and select the textures of the skin you want


For the first orange box, use <skin name>_D
For the second orange box, use <skin name>_S
For the third orange box, use <skin name>_E
For the fourth orange box, use <skin name>_N

Also make sure that the first box is set to "sRGB" and the other three are set to "Non-Colour"



Now your model is ready for you to use!