I am trying to deconstruct this mess of a file I downloaded from TurboSquid, I think it was made in Blender Render, in order to reconstruct it in Cycles and I just do not know what these things are.
Those axis you see are empties (or Null Objects).
quote from the manual:
Empties can serve as transform handles which cannot be edited and do not render. Empties are important and useful objects. Some examples of ways to use them include: Parent object for a group of objects
An Empty can be parented to any number of other objects - This gives the user the ability to control a group of objects easily, and without affecting a render. Target for constraints
An empty can also be used as a target for normal, or bone constraints. This gives the user far more control; for instance, a rig can easily be set up to enable a camera to point towards an empty using the Track to constraint Array offset
An empty can be used to offset an array modifier, meaning complex deformations can be achieved by only moving a single object.
An empty by itself would show on the outliner window like this, with nothing else:
An empty that has something parented to it will show what kind of objects is a parent of:
In your case the empties are controlling something, meshes or other objects. To find out what that might be click on the Plus (+) sign on the left to expand the tree list (hierarchy).