That skeleton isn't a rigged character. Which means it cannot be posed easily in any software, if at all without a lot of effort and time. A secondary issue is that it needs to be subdivided (with a sub-d modifier in Blender, for example), because it is quite low poly, and it will not hold up well for either high resolution work or zoomed views.
Most free models aren't properly rigged, and even if they were, such files are almost impossible to keep app-agnostic. And certainly not in Photoshop: Photoshop is rather severely limited for this type of work - and most certainly in regards to 3d rendering quality and speed (which is decades behind what is available for free in Blender).
Anyway, I don't want to bash Photoshop 3D capabilities all too much. Its 3d is okayish enough for the odd 3d logo and 3d type thingy.
If you are interested in a rigged (free) skeleton model, download a properly rigged skeleton for Blender here:
https://www.blendswap.com/blends/view/75167
Render the image in Blender with a transparent background, and place the result in Photoshop. Of course, this does mean you will have to learn a bit about a 3d application. Nothing's truly free ;-)