I have followed the directions for downloading the assets (Christmas/Holiday) file, upon restarting the program the blocks appeared under a folder titled "obj" and contain no textures, all of the blocks are white. 

None of my asset packs have textures, but you need to make sure the .mtl files are also with the .obj files.

This is probably a dumb question but where are the .mtl files.  In the download file all I have are Isometric, Models and Side in the model file are the DAE,  FBX, GLTF, OBJ and STL.

I think I see what MY problem is and that is not understanding of what is actually going on.  As I work with a white object then apply the material from the material list of the program then it appears correctly.  I'm new to modeling  and so far I love your program.  

The .mtl files are with the .obj files in the OBJ folder, so you need to copy all the files from that folder to the correct folder for Asset Forge to pick them up.