Different Textures

Sorry I'm new to this. I've downloaded some free textures by nobiax from deviantart.com . Most of them come with a diffuse, a normal, a specular, and a transparency/translucency tga. What do I do with these? Do I merge them together(besides normal)? The only way I can get them to display properly is to do transparent cutout and check alpha from greyscale. I feel like I'm missing something. Please explain how this works. Thank you.