How do i make the texture visible on the object?

[dgud]

You must drag-and-drop the helm-22.dds image to the helm_22 (or default) material and set it as base color in the new popmenu.

I.e. grab (left mouse button) the "helm-22.dds" image name in the outliner and drop it (release the mouse button) on the "helm_22" material on the outliner, that should popup a new menu asking for what the type of texture it is.