Hey Tim,
The files you have look all present and correct.
Not all lessons have a Blender start file or, as with this lesson, any textures used in the course
You can download free textures from polyhaven.com, which I suspect is where Kent got the textures for the example in the lesson.
You can use any black and white (greyscale) image, such as the roughness texture from any texture maps you download from your preferred source.
