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Depends what software you are using the model with. In most cases you would apply the texture to a material.
Could you please make a short video and send it to me how you download the 3d model and put it with textures in the blender. I do not know how to do this. I would be grateful.
https://www.cgtrader.com/free-3d-models/exterior/cityscape/low-poly-city-ab4d8e60-de2b-41d3-8669-632a4e240701
for example here when I download download and play this file in blender it is all gray, how to fix it
https://www.cgtrader.com/free-3d-models/exterior/cityscape/dronecity