Aye, sounds lke the object's texture is missing. When you downloaded the object, did you notice a .png/.jpg image there? that would be the texture. With that there should be a material file I believe, with all the coding inside. Open that up in notepad and you should hopefully see the name of the texture/image.png or .jpg. If you don't, the name of the texture should go after 'texture' in the coding. For example, texture imagenamehere.png (or.jpg, whatever the file is).
If you're still having trouble with it, or still strugging to fix it, just come back ^^.