Welcome to this forum, Pavel. All begin is hard, but you'll find the community here very helpful. We very much welcome any renders you make, whether for asking questions or showing finished products or WIP's.
Regarding the black objects. Texture files are not well loaded in every object (depends on the object), so you have to check certain things inside the object. There's a part node which contains one or more default shaders. In these you have to reassign the proper texture files.
After assigning inside textures and additional shaders (you can do a lot inside any object), it's wise to save that object as .tgo for future use. Though not every XFrog object can be saved as such, I have to add.