For the wavefront format (obj) you got a geometry file (the obj itself) and a material file (mtl). You can open the material file with a text editor, it is an ASCII file that contains plain text.
With your purchase you should have received (at least) 4 textures, too. You will have to create 4 corona materials and assign these textures to them (the mtl file can be helpful with the information it contains or totally useless, I had both ;)).
With obj files, some manual work is always required.
If you need help, ask here again.
CU
Michael
More text: The file was created for max, thus will only open with ready-to-use mats in there. In C4D, obj files will open as C4D files with C4D materials (and usually missing textures). Although C4D reads the mtl file on import (it does this by itself) it cannot always make sense of it (weird texture paths or pretty useless contents that can also be the fault of the exporter).
This is where the manual part begins, but it is usually a straightforward procedure.