This models are edited, so that you can use them for Modelswaps in WoW 3.x, you still need the textures from the Cataclysm Client.
For the Worgen, you must use the same way, like you do when swapping to Tauren(they also have Fur).
Download:
File-Upload.net - Goblin_and_Worgen_Model_fixed_by_Tigu.zip