Steps:

Create a new material in Unity and assign it to the target object.

Import in the color (COL), reflection (REFL), gloss (GLOSS), bump (NRM/NRM16) and displacement (DISP/DISP16) maps into your Unity project.
Note: Choose between either DISP or DISP16, same with the bump maps. The 16bit varients offer higher quality but will use more memory.

Enter the inspector for each texture, make sure all are set to the resolution of texture that you have downloaded. For the gloss and displacement maps also uncheck the sRGB (Color Texture) check box.
For the bump map, change the texture type to Normal and also adjust the texture size to match what you have downloaded.

In the material inspector, change the shader type to Standard (Specular Setup) for a dielectric material, for a metallic material make sure you have downloaded the metallic/roughness workflow textures and select the Standard (Roughness Setup) instead.

Now assign the color (COL) texture to the Albedo input in the inspector, then the bump (NRM/NRM16) to the Normal Map input and finally the displacement (DISP/DISP16) to the Height Map input.

Load the reflection (REFL) and gloss (GLOSS) maps into an image editor, such as GIMP. Decompose the reflection map into it's seperate RGBA channels, then copy the gloss map into the alpha channel of the reflection map. Finally recompose and save as an edited reflection map, referred to from here on as (REFL_Gimp).

The channels should be as follows;
- Red - Original red channel from reflection map
- Green - Original green channel from reflection map
- Blue - Original blue channel from reflection map
- Alpha - Gloss map

Import the newly created reflection map (REFL_Gimp) into Unity then within the inspector for that texture adjust the resolution to match what resolution you are using and leave the sRGB (Color Texture) checked.

Assign the new reflection map (REFL) to the Specular input of the material.

Adjust scaling as required.