A common problem with some *.obj file format exporters. (Others work fine.)
In Maya, you'll need to determine if the model imported as a single object, or multiple objects.
If it imported as multiple objects, then you have no problem. You probably will need to create shaders/materials for each object in the Hypershade Editor, and then one-by-one, apply the correct shader to the correct object. (Other things you should do are to center the pivot point for each object, and label each object in some meaningful way, before saving this out as a Maya scene.)
If it imported as a single object, then your situation could be terrible, or it could be easy. To learn which circumstance you are in, you need to go to the top-line menu "Mesh" option, and click on the "Separate" option. This should break your single *.obj file down into its constituent parts.
One form of possible trouble is that your *.obj model has no constituent parts (i.e., sub-components). If this is the case, about all that you can do is to create individual shaders for each of the sub-components that should be there, and then go about selecting individual faces and applying the appropriate shaders to the faces. That is, you are more or less painting the model with the appropriate shaders.
Another form of possible trouble is that when the "Separate" process has run, you have tons of small components, instead of having just the sub-components that make sense. For example, instead of having a "left hand" as a subcomponent, you have subcomponents for each finger, or every joint of every finger, and so on. And worse, each sub-component is labeled something like "polygon0001". Nothing is labeled in any meaningful fashion. This often happens with MAX models that are converted to *.obj file format, and then imported into Maya. At this point, your only option is to work through every sub-component, figuring out what it is, and in the Maya Outliner, re-labeling it into something meaningful. After you've worked through this step, you then start consolidating the pieces using the Maya "Mesh | Combine" commands, and then you finally get around to the business of making appropriate shaders and applying them to your components.
If you are lucky, on the other hand, when you execute the "Mesh | Separate" command, your purchased *.obj file will break down into just the sub-components that you expect, and you might not even have to re-label them. But, you're still going to have to make a set of shaders and apply them to each sub-component.
IF... you end up with any of the first three poor situations when you try to run the "Mesh|Separate" process, and you ARE able to contact the vendor, you should ask if he or she is able to export the model into *.fbx file format, or *.abc (Alembic) file format. Those almost always import into Maya in a more useful manner.
