I am very new to Blender and rig animation. I have downloaded this model and select the rig object (the one with orange human icon) and change to pose mode. However, there is no rig (the circle/square around the character for you to change limbs position) for me to select. I did alt + h but still no help, don't know I miss something, or this model doesn't have that. Can someone help me check it? Thank you in advance.
While this model has been setup with an armature, it hasn't been rigged for easy animation.
Adding a skeleton is the first part of rigging while using inverse kinematics, constraints, drivers and custom shapes for intuitive control of your character is the rest.
If you're serious about rigging and animation I would take the time to learn it properly. For this, I can't recommend Pierrick Picaut's tutorials enough. They're paid for but worth every penny.