No textures in Global Illumination project

I’m taking part in architectural course in UE online learning (Understanding Global Illumination for Architectural Visualization chapter) and I downloaded the Global Illumination project as a first learning project from provided link: Box

After opening the file I have no textures, the viewport looks like a wireframe mode but it is lit mode. On video the instructor just opens the project and all textures are loaded but mine not. What’s wrong with that and how can I continue learning on this course?