MTL files contain references to texture files, they are not texture files themselves. They are used in conjunction with OBJ files. They are not used with FBX files.
The FBX file you have may have their materials embedded (in which case the files are large, up to 10s of MBs). Alternatively, the material textures are separate, and they should have been provided.
You ask about iClone 7, in which case you need 3DXchange to be able to import the FBX files. In 3DXchange you can see if the materials are there are not.