Make sure you have the latest FBX plugin. Open Maya or Max and go to File > Import and choose the FBX files that you downloaded.
If you choose "Add" from one of the popup options, the entire fbx scene will be imported including a new mesh and bones with textures.
If you already have the Motus Man mesh and skeleton in your scene from a previous import, choosing "Update Animation Only" will overwrite the animation with that of the new fbx file. A new mesh and skeleton or any other assets will not be created, only the animation will change to that of the newest import.
Please see Maya, Max and FBX documentation for more details.