No, but they do contain every possible way of customizing the character (every facial hair, every type of hair, robe, no robe, etc.). All armor pieces (helmet and shoulderpads, all other armor are just textured) are completely seperate and can be simply attached.
However, if you have WoW, you can download WoW Model Viewer off of
http://curse-gaming.com/ and export character models and it will only export the character you want (the armor and character customization you choose). Currently no animations when exported, so you will have to do them yourself.
I suggest exporting to Milkshape model, since it has no flaws, and can be simply exported to .3DS and imported with 3dsMax.
You can download WoWModelView here:
http://www.curse-gaming.com/en/wow/addons-2090-1-wow-model-viewer-updated.html
EDIT: You can go with an alternative. If you download this MaxScript here (if you use 3DSMax)
http://www.3dbuzz.com/vbforum/showthread.php?t=114833
you can import a .m2 model (whatever model in WoW you wish), it is animated but it still shows every character facial hair, etc. If you do this, you will have to delete everything besides the stuff you want, which can be easy if you have patience. It does not have textures, but you can just use the textures exported with WoWModelView.