The included readme has a link to the original download location. All of which I believe are OBJ files. If you use 3ds max, it might be wise to install Blender for a couple of reasons:
1. Free utility to convert file formats
2. NIF Scripts allow you to create custom collisions (much better than max at the moment)
And yes, these would be quite a bit of work getting into Oblivion but if not for anything else, they would make for a great reference model. I added the notes about vertex counts, lack of UVs and textures which is usually a sign to modelers that it will only be handy as a reference model...but like I said, references don't get much better than this.

I am no artist by any stretch of the imagination but I find it fairly easy to mimic something that already exists. I'm sure many other people do as well.

LHammonds