WorldClim Help!

Hello, I am trying to use WorldClim data for a MaxEnt in ArcGIS but haven't done this before, I have downloaded the files from WorldClim but am uncertain how to transform them into something usable for my example. I am trying to map some data from the country Georgia - if you could please advise or send informative links that would be great. I am essentially trying to make sure I have raster files of various things like temp, elevation, precipitation then include those into the MaxEnt.