Hey I've downloaded some Models from here (mostly KH stuff) and I've tried to open them up in Cinema 4D. It works fine but I'm unsure of how to add the skin to the model, it's just a grey mass of lines >.<
I'm guessing you're opening OBJ files. Unfortunately, C4D isn't very good about importing OBJs, in that it won't use the MTL file. Because of this, you'll have to manually add the textures to the Color channel of each material. I recommend getting the
Riptide Obj Importer plugin, which can properly import/export OBJ files. And don't worry, the model itself is fine. I test all models in Cinema 4D, as it tends to be the strictest in regards to model format.
I also recommend looking up tutorials on using Cinema 4D, since you seem to be new to it.