Game making question

[Jackapple]

Hello, I'm working on my fangame that uses models from this site, but I have a problem. I don't know how to make them move. And when I import them to my Blender, they're all gray. Can someone give me tutorial how to make models move (or say where I should look for, cause I gave up quickly when I was checking google), and tell what I have to do, to get models in color?