Hi @Chimera1, welcome to our forum!
Do you know the format of the files? If it doesn't work to play them using the Music application, you can search for the format + player in the Google Play store, for example, "wav player".
Here in the Nordics where I'm situated most services that offer audio books have their own application in the Google Play store that can be used for listening to the audio books and the libraries where you can download audio books, also have their own applications for this.
Let me know if that helps! 
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