How to use details/textures included with a fully rigged 3d model?

Hi, I'm very new to unity, and was trying to import some 3d models to play around with. I found a fully rigged model here: https://free3d.com/3d-model/wolf-rigged-and-game-ready-42808.html. However, when I import the model onto my scene, none of the details such as the fur and colours are actually on the model, its just a blank white model of a wolf. I tried playing around with the materials included in the pack, but those were just colours. This is a comparison:

You can notice how the detail of the fur in the first image is very precise and clean, while the second image, what I have, is just the basic polygons. This might be a really dumb question, but I have no idea what these details are even called, so it's hard to search up. Would this be considered a texture? And how would I add it to my model? Thanks!