I used the .3ds version because of the smaller file size. There are already shading domains on the geomtery and the textures - if you download them from the Sponza site - simply go where they are supposed to. I don't know if the model has been opened without the textures, whether Carrara will "find" them, though. There was one bit of strangness for me. Some of the objects with the textures was pure black. I discovered that for some reason the intensity of the the maps was at zero instead of 100%. I just slide them to where they belonged and everything was fine.