Just thought I would put up some notes for anyone new to this, since I'm weaving through the pitfalls myself.
The models come in with UV coordinates, but I don't have the maps with me at work to try and texture the parts. I'll give it a shot later and post results.
Be advised that not all .obj importers like the files OGLE spits out. As a 3D artist, I fortunately had a couple of programs here at work to experiment with. 3DS Max 2016 has a robust obj importer with lots of settings to play with, but I've yet to find the combo that produces more than an exploded mass of triangles from these files. Cinema 4d has no load options, but still produced meshes that I could navigate and pull geometry out of. My pipeline at the moment is to resave the parts I want in .fbx format so I can work on them in Max.
Also, as the screenshots in this thread hint at, you're getting a ton of geometry you don't want. Every LOD model for characters and props and many of the enhanced buildings and geography that they added to improve the look of CoH will be dumped into the file. Just finding my character was a challenge (All the PC character model parts in the scene were lumped together near the world origin, 0,0,0 in my export; I had to sort through other heroes to isolate mine.) If animation data isn't going to save, Icon would be the way to go for character meshes. If posed characters can be exported, finding the most barren environment possible would be smart. I'm not sure where that is, however. Maybe a small, indoor location?
Of, course, CoH used very low polygon assets, so even when you get the model, it's very crude without the maps. Assets from later in the game's life seem a bit fancier; my piston boots have a ton of detail compared to the rest of my avatar. I'll be interested to see how some of my characters who dressed in add on pack costumes compare.