Im not sure what project files you downloaded, but based on the first screenshot you uploaded it looks like there are just some masks, camera layers, adjustment layers (all things that you cant physically see in the final production).
The second screenshot looks to be a bit more complicated, but also looks to not really have any visible layers besides some solid layers.
This is just a guess but if you got the project files off of a website they might be more of a template for a final production with no actual source material. Im not quite sure though I would have to take a look at the files myself. Where did you get these project files?
Andy Williams
Animator at MTD Gaming/Precision Technologies